A matrix-pencil approach to blind separation of colorednonstationary signals
Chunqi Chang; Zhi Ding; Sze Fong Yau; Chan, F.H.Y.
Signal Processing, IEEE Transactions on
Volume 48, Issue 3, Mar 2000 Page(s):900 - 907
Digital Object Identifier   10.1109/78.824690
Summary:For many signal sources such as speech with distinct, nonwhite power spectral densities, second-order statistics of the received signal mixture can be exploited for signal separation. Without knowledge of the noise correlation matrix, we propose a simple and yet effective signal extraction method for signal source separation under unknown temporally white noise. This new and unbiased signal extractor is derived from the matrix pencil formed between output autocorrelation matrices at different delays. Based on the matrix pencil, an ESPRIT-type algorithm is derived to get an optimal solution in the least square sense. Our method is well suited for systems with colored sensor noises and for nonstationary signals

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