BLIND SEPARATION OF TEMPORALLY CORRELATED SOURCES USING A QUASI MAXIMUM LIKELIHOOD APPROACH

A quasi-maximum likelihood approach is used for separating the instantaneous mixtures of temporally correlated, independent sources without either any preliminary transformation or a priori assumption about the probability distribution of the sources. A first order Markov model is used to represent the joint probability density of successive samples of each source. The joint probability density functions are estimated from the observations using a kernel method.