Estimating correlation coefficient between two complex signals without phase observation

Shigeki Miyabe*, Notubaka Ono, Shoji Makino

*この研究の対応する著者

研究成果: Conference contribution

2 被引用数 (Scopus)

抄録

In this paper, we propose a method to estimate a correlation coefficient of two correlated complex signals on the condition that only the amplitudes are observed and the phases are missing.Our proposed method is based on a maximum likelihood estimation. We assume that the original complex random variables are generated from a zero-mean bivariate complex normal distribution. The likelihood of the correlation coefficient is formulated as a bivariate Rayleigh distribution by marginalization over the phases. Although the maximum likelihood estimator has no analytical form, an expectation-maximization (EM) algorithm can be formulated by treating the phases as hidden variables. We evaluate the accuracy of the estimation using artificial signal, and demonstrate the estimation of narrow-band correlation of a two-channel audio signal.

本文言語English
ホスト出版物のタイトルLatent Variable Analysis and Signal Separation - 12th International Conference, LVA/ICA 2015, Proceedings
編集者Zbynĕk Koldovský, Emmanuel Vincent, Arie Yeredor, Petr Tichavský
出版社Springer Verlag
ページ421-428
ページ数8
ISBN(印刷版)9783319224817
DOI
出版ステータスPublished - 2015
外部発表はい
イベント12th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICA 2015 - Liberec, Czech Republic
継続期間: 2015 8月 252015 8月 28

出版物シリーズ

名前Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
9237
ISSN(印刷版)0302-9743
ISSN(電子版)1611-3349

Other

Other12th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICA 2015
国/地域Czech Republic
CityLiberec
Period15/8/2515/8/28

ASJC Scopus subject areas

  • 理論的コンピュータサイエンス
  • コンピュータ サイエンス(全般)

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