Non-combinatorial estimation of independent autoregressive sources
Identification of mixed independent subspaces is thought to suffer from combinatorial explosion of two kinds: the minimization of mutual information between the estimated subspaces and the search for the optimal number and dimensions of the subspaces. Here we show that independent autoregressive process analysis, under certain conditions, can avoid this problem using a two-phase estimation process. We illustrate the solution by computer demonstration.
combinatorial explosion autoregressive process independent component analysis