%0 Journal Article
%T Decomposition and recovery on MA superposition process using ICA
基于ICA的滑动平均序列叠加过程的分解与复原
%A QI Rui
%A ZHANG Yu-jie
%A LI Hong-wei
%A
祁锐
%A 张玉洁
%A 李宏伟
%J 计算机应用
%D 2008
%I
%X Decomposition and recovery on Moving Average(MA)superposition process contained in multivariable time series were researched in this paper.Firstly,because of the independence of the high-order statistical information,the mixtures were separated by searching a reversible matrix with the Independent Component Analysis(ICA)algorithm-fixed point algorithm.Then an adaptive method was designed to identify MA model based on higher-order cumulant.In every iteration,it estimated the order and the parameters of MA.Fi...
%K Independent Component Analysis(ICA)
%K higher-order cumulant
%K Moving Average(MA)model
独立成分分析
%K 高阶累积量
%K 滑动平均模型
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=5B3AB970F71A803DEACDC0559115BFCF0A068CD97DD29835&cid=8240383F08CE46C8B05036380D75B607&jid=831E194C147C78FAAFCC50BC7ADD1732&aid=50B4116F47F40639E3B6100DB5B95F25&yid=67289AFF6305E306&vid=D3E34374A0D77D7F&iid=38B194292C032A66&sid=15890B67B1F0B7E7&eid=4A2C67480A6B9F95&journal_id=1001-9081&journal_name=计算机应用&referenced_num=0&reference_num=8