An Iterative Bayesian Algorithm for Sparse Component Analysis in Presence of Noise

• Published in: IEEE transactions on signal processing Vol. 57; no. 11; pp. 4378 - 4390
• Main Authors: Zayyani, H., Babaie-Zadeh, M., Jutten, C.
• Format: Journal Article
• Language: English
• Published: New York, NY IEEE 01.11.2009; Institute of Electrical and Electronics Engineers; The Institute of Electrical and Electronics Engineers, Inc. (IEEE); Institute of Electrical and Electronics Engineers (IEEE)
• Subjects: Algorithm design and analysis; Algorithms; Applied sciences; Atomic decomposition; Bayesian analysis; Bayesian methods; Blind source separation; blind source separation (BSS); Complexity; Computer Science; Computer simulation; Convergence; Detection, estimation, filtering, equalization, prediction; Engineering Sciences; Equations; Exact sciences and technology; Gaussian; Gaussian noise; Information, signal and communications theory; Iterative algorithms; Linear equations; Miscellaneous; Noise; Signal and communications theory; Signal and Image Processing; Signal processing; Signal processing algorithms; Signal, noise; Source separation; sparse component analysis (SCA); sparse decomposition; sparse source separation; Studies; Telecommunications and information theory; Additive noise; Performance evaluation; Signal mixing; Parameter estimation; Source separation; Signal estimation; Iterative method; Blind source separation; Algorithm; blind source separation (BSS); Gaussian noise; Linear equation; Algorithm performance; Simulation; A posteriori estimation; sparse decomposition; sparse source separation; Convergence rate; Signal processing; sparse component analysis (SCA); Bayes methods; Low sensitivity; Atomic decomposition; sparse decomposition sparse source separation

We present a Bayesian approach for sparse component analysis (SCA) in the noisy case. The algorithm is essentially a method for obtaining sufficiently sparse solutions of underdetermined systems of linear equations with additive Gaussian noise. In general, an underdetermined system of linear equatio...