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

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...