Testing blind separability of complex Gaussian mixtures
This work addresses the problem of testing whether a mixture of independent complex sources is separable from observations. To solve the detection problem we use the generalized likelihood ratio test (GLRT). We are able to find a closed-form expression for the GLRT.
generalized likelihood ratio test (glrt) complex independent component analysis (ica) circularity coefficients hypothesis test maximum likelihood (ml) estimation wilks' theorem