Blind source separation utilizing a spatial fourth order cumulant matrix pencil

0001The present invention is generally related to separating individual source signals from a mixture of source signals, and more specifically related to blind source separation.

0002A classic problem in signal processing, often referred to as blind source separation (BSS), involves recovering individual source signals from a composite signal comprising a mixture of those individual signals. An example is the familiar "cocktail party" effect, wherein a person at a party is able to separate a single voice from the combination of all voices in the room. The separation is referred to as "blind" because it is often performed with limited information about the signals and the sources of the signals.

0003Blind source separation (BSS) is particularly applicable to cellular and personal wireless communications technologies, wherein many frequency bands have become cluttered with numerous electromagnetic emitters, often co-existing in the same spectrum. The problem of co-channel emitters is expected to only worsen in years to come with the development of low power, unlicensed wireless technologies such as Bluetooth^® and other personal area networks. These developments have resulted in the use of multiple sensors and array signal processing techniques to perform spectral monitoring. Such techniques enable the exploitation of spatial information to separate co-channel emitters for detection, classification, and identification. Additionally, many signals designed for a low probability of detection (LPD) or low probability of intercept (LPI) may use ambient background electromagnetic radiation and known co-channel emitters as a means of concealment. Constructing single sensor receiver systems with the required sensitivity to such emitters is generally prohibitive. Thus, many applications utilize BSS and sensor arrays.

0004Several techniques have been proposed to solve the BSS problem. These can be classified into two main groups. The first being based on second-order statistics, and the second being based on higher-order statistics, such as those based on independent components analysis (ICA) and other higher-order spectral estimation and spatial filtering techniques.

0005One second-order blind source separation technique is a spectral estimation method that exploits the rotational invariance of the signal subspace to estimate the direction of arrival. This technique known as Estimation of Signal Parameters via Rotational Invariance (ESPRIT) employs pairs of calibrated elements and uses a matrix-pencil formed by the spatial correlation and cross-correlation matrices. See, for example, <nplcit id="ncit0001" npl-type="s"><text>R. Roy, A. Paulraj, T. Kailath, "Direction-of-Arrival Estimation by Subspace Rotation Methods," Proc. ICASSP86, pp. 2495-2498</text></nplcit> and <nplcit id="ncit0002" npl-type="s"><text>R. Roy and T. Kailath, "ESPRIT - Estimation of Signal Parameters via Rotational Invariance Techniques," IEEE Trans. on ASSP, Vol. 37, No. 7, Jul. 1989, pp. 984-995</text></nplcit>.

0006However, a disadvantage of ESPRIT is that at very low signal-to-noise ratios the signal plus noise subspace and the noise subspace are indistinguishable thus making the conversion of the noise subspace of the spatial correlation matrix impractical. This is due in part to ESPRIT requiring an estimation of the noise variance to convert the noise subspace into a null subspace of the spatial correlation matrix, and assuming that the noise is spatially white.

0007Another second order blind source separation technique is known as the Constant Modulus Algorithm (CMA), also referred to as Goddard's algorithm. The CMA is an adaptive spatial filtering technique, which is used to perform source separation by determining a set of spatial filter tap weights that forces the output signal to have a modulus as close to unity as possible. Typically, the CMA is performed sequentially to separate all source signals. The CMA has been suggested for use as a blind equalization technique to reduce inter-symbol interference of constant modulus signals, such as FSK, PSK, and FM modulated signals, on telephone channels (See, for example, <nplcit id="ncit0003" npl-type="s"><text>D.N. Godard, "Self-recovering Equalization and Carrier Tracking in Two-dimensional Data Communication Systems," IEEE Trans. Commun., Vol. COMM-28, Nov. 1980, pp. 1867-1875</text></nplcit> and to perform blind equalization to combat multi-path fading and to suppress co-channel interfering signals (See, for example, <nplcit id="ncit0004" npl-type="s"><text>B.G. Agee, "The Property Restoral Approach to Blind Adaptive Signal Extraction, " Ph.D. Dissertation; Dept. Elect. Eng. Comput. Science, Univ. of Calif., Davis, 1989</text></nplcit>,

0008). However, the CMA technique works only for signals with a constant modulus and is not practicable for most applications. In practice, because signals are filtered to limit their spectral occupancy at the transmitter and to limit the noise bandwidth at the receiver, true constant modulus signals rarely exist. Furthermore, at very low signal-to-noise ratios, noise dominates the input signal thus distorting the spatial filter's output signal's modulus and causing large fluctuation in the error signal used in adaptation,

0009Yet another second order blind source separation technique is a spatial filtering technique using second-order cyclostationary statistics with the assumption that the source signals are cyclostationary. This technique was developed as a blind single-input single-output (SISO) channel identification technique for use in blind equalization (See, for example, <nplcit id="ncit0005" npl-type="s"><text>L. Tong, G. Xu, and T. Kailath, "Blind Identification and Equalization Based on Second-Order Statistics: A Time-Domain Approach," IEEE Trans. Information Theory, Vol. 40, No. 2, Mar. 1994, pp. 340-349</text></nplcit>, ), and was later adapted to perform the blind separation of cyclostationary signals (See, for example, <nplcit id="ncit0006" npl-type="s"><text>L. Castedo and A.R. Figueiras-Vidal, "An Adaptive Beamforming Technique Based on Cyclostationary Signal Properties," IEEE Trans. Signal Processing, Vol. 43, No. 7, Jul. 1995, pp. 1637-1650</text></nplcit>, ). One disadvantage of this cyclostationary approach is that it requires different symbol rates and/or different carrier frequencies for seperating multiple superimposed signals. Another disadvantage is that residual carrier offsets with a random initial phase can cause the signals to become stationary, causing the cyclostationary assumption to become invalid. Other disadvantages include the fact that this approach precludes separating sources that may use non-linear or non-digital modulations, and this approach assusmes the noise vector is temporally and spatially white.

0010Still another blind source separation techniques based on second-order statistics is referred to as Second-Order Blind Identification (SOBI). See, for example, <nplcit id="ncit0007" npl-type="s"><text>A. Belouchrani, K. Abed-Meraim, J.F. Cardoso, and E. Moulines, "Blind Source Separation Using Second-Order Statistics," IEEE Trans. Signal Processing, Vol. 45, No. 2, Feb. 1997, pp. 434-444</text></nplcit>, for a description of this technique, . This technique exploits the time coherence of the source signals and relies on the joint diagonalization of a set of covariance matrices. A disadvantages of this technique is that it requires additive noise to be temporally white and uses the eigenvalues of the zero lag matrix to estimate the noise variance and to spatially whiten the sensor output vector. Another disadvantage is that at low signal to noise rations, the estimation of the noise variance is difficult at best and impossible in most cases. Yet another disadvantage is that the number of sources must be known or estimated. Still, another disadvantage is that the SOBI technique is valid for spatially correlated noise. The estimation of the noise covariance is extremely difficult even at high signal-to-noise ratios, thus making the technique impracticable.

0011Another second-order blind source separation technique is based on the generalized eigen decomposition of a spatial covariance matrix-pencil. This technique is related to the ESPRIT algorithm, but does not require 2N sensors to separate up to N-1 signals because time and/or polarization diversity is used to estimate the pair of spatial covariance matrices. This technique uses a dual polarized array and estimates the spatial covariance matrices on the two orthogonal polarizations to form the matrix pencil. See, for example, <nplcit id="ncit0008" npl-type="s"><text>A. Belouchrani, K. Abed-Meraim, J.F. Cardoso, and E. Moulines, "Blind Source Separation Using Second-Order Statistics," IEEE Trans. Signal Processing, Vol. 45, No. 2, Feb. 1997, pp. 434-444</text></nplcit> . This later evolved into using spatial covariance matrices at a zero time lag and a non-zero time lag to form the matrix-pencil. One disadvantage of this technique is that it is limited to separating up to N-1 sources with N sensors. This is due in part to the approach requiring the estimation of the noise variance, similar to ESPRIT, and assuming that the noise is spatially and temporally white.

0012Finally, another, second order blind source separation technique utilizes two non-zero time lags in the estimation of the spatial covariance matrices. See, for example, <nplcit id="ncit0009" npl-type="s"><text>C. Chang, Z. Ding, S. F. Yau, and F. H. Y. Chart, "A Matrix-Pencil Approach to Blind Separation of Non-White Sources in White Noise, "Proc. ICASSP98, Vol. IV, pp. 2485-2488</text></nplcit>, and <nplcit id="ncit0010" npl-type="s"><text>C. Chang, Z. Ding, S. F. Yau, and F. H. Y. Chan, "A Matrix-Pencil Approach to Blind Separation of Colored Non-Stationary Signals," IEEE Trans. Signal Processing, Vol. 48, No. 3, Mar. 2000, pp. 900-907</text></nplcit>. The non-zero time lags combined with the assumption that the noise vector is temporally white eliminates the need to estimate the noise variance(s) in order to remove the noise subspace and thus allows the technique to separate up to <i>N</i> sources with <i>N</i> sensors. However, disadvantages of the this second-order matrix-pencil technique include the requirement that the noise vector be temporally white and the fact that the estimate of the separation matrix is not done with one of the spatial covariance matrices at a zero time lag, which is when the signal auto-correlations are at their maximum values. These disadvantages are exacerbated by the fact that in many practical applications the noise bandwidth is limited to be on the order of the signal bandwidth making the noise and signal decorrelation times to be approximately equal.

0013Higher-order blind source separation techniques include all methods that employ statistics of order greater than two. These include independent component analysis (ICA) methods, spatial filtering methods, and spectral estimation based methods and can use either moment or cumulants of order three or higher.

0014The independent components analysis (ICA) methods seek a separating matrix that maximizes the statistical independence of the outputs of the separation process. See, for example, <nplcit id="ncit0011" npl-type="b"><text>A.K. Nandi, Blind Estimation Using Higher-Order Statistics. (Kluwer Academic, Dordecht, The Netherlands: 1999</text></nplcit>), <nplcit id="ncit0012" npl-type="s"><text>A. Hyvärinen, "Survey on Independent Component Analysis," Neural Computing Surveys, Vol. 2, No. 1, 1999, pp. 94 - 128</text></nplcit>, and <nplcit id="ncit0013" npl-type="s"><text>J.F. Cardoso, "Blind Signal Separation: Statistical Principles'" Proc. of the IEEE, Vol. 9, No. 10, Oct. 1998; pp.2009-2025</text></nplcit> . Various ICA methods are known, and are primarily differentiated by the objective/contrast function used to measure statistical independence. Examples of ICA based blind source separation algorithms include the Jütten-Herault algorithm (See, for example, <nplcit id="ncit0014" npl-type="s"><text>C. Jütten and J. Herault, "Blind Separation of Sources, Part I: An Adaptive Algorithm Based on Neuromimetic Architectures," Signal Processing, Vol. 24. 1991, pp. 1-10</text></nplcit> ), which attempts to achieve separation via canceling non-linear correlations through the use of a neural network; the higher-order eigenvalue decomposition or HOEVD method (See, for example; <nplcit id="ncit0015" npl-type="s"><text>P. Comon, "Independent Component Analysis, A New Concept" Signal Processing" Vol. 36, No. 3, Apr. 1994, pp. 287-314</text></nplcit> ) ; the joint approximate diagonalization of eigen matrices (JADE) algorithm (See, for example, <nplcit id="ncit0016" npl-type="s"><text>J.F. Cardoso and A. Souloumiac, "Blind Beamforming for Non-Gaussian Signals," IEE Proceedings F,Vol.140, No. 5, Dec. 1993, pp. 362-370</text></nplcit>), which exploits the eigen structure of the fourth-order cumulant tensor; the information maximization or infomax technique (See, for example, <nplcit id="ncit0017" npl-type="s"><text>A.J. Bell and T.J. Sejnowski, "An Information-Maximization Approach to Blind Source Separation and Blind Deconvolution," Neural Computing, Vol. 7, 1905, pp. 1129-1159</text></nplcit> ), which seeks a separation matrix that maximizes the output entropy; and the equivariance adaptive source separation or EASI algorithm (See, for example, <nplcit id="ncit0018" npl-type="s"><text>J.F. Cardoso and B. Hvam Laheld, "Equivariance Adaptive Source Separation," IEEE Trans. On Signal Processing, Vol.44, No. 12, Dec. 1996, pp. 3017-3030</text></nplcit> ), in which an estimate of the mixing matrix is chosen such that transformations in the sensor output data produces a similar transformation in the estimated mixing matrix. Disadvantages of these ICA techniques include (1) a pre-whitening step is required, (s), the techniques need to be parametrically tuned to the application, and (3) the ICA based techniques tend to have a slow convergence time.

0015Another higher-order blind source separation technique, known as the Kurtosis Maximization Algorithm (KMA), utilizes kurtosis as a separation measure (See, for example, <nplcit id="ncit0019" npl-type="s"><text>Z. Ding, "A New Algorithm for Automatic Beamforming," Proc. 25th Asilomar Conf Signals, Syst., Comput., Vol. 2, 1991, pp. 689-693</text></nplcit>, and <nplcit id="ncit0020" npl-type="s"><text>Z. Ding and T. Nguyen, "Stationary Points of Kurtosis Maximization Algorithm for Blind Signal Separation and Antenna Beamforming," IEEE Trans. Signal Processing, Vol. 48, No. 6, Jun. 2000, pp. 1587-1596</text></nplcit>), ). The KMA is an adaptive spatial filtering technique with a nondeterministic convergence time. One disadvantage of the KMA is that it can not simultaneously separate the source signals. The KMA requires that the sources be separated sequentially one at a time, starting with the signal having the largest kurtosis. Thus, no knowledge of the number of signals is provided by the technique. Other disadvantage of the KMA are that it requires the noise to be spatially white and its convergence with multiple signals has only been proven in the noise free case.

0016Finally, another higher-order BSS technique is a higher-order-version of the ESPRIT algorithm. As the name implies, higher-order ESPRIT replaces the spatial correlation or covariance matrices with spatial fourth-order cumulant matrices. See <nplcit id="ncit0021" npl-type="b"><text>H.H. Chiang and C.L. Nikias, "The ESPRIT Algorithm with Higher-Order Statistics," Proc. Workshop on Higher-Order Spectral Analysis, Vail, CO., Jun. 1989, pp. 163-168</text></nplcit>, <nplcit id="ncit0022" npl-type="b"><text>C.L. Nikias and A.P. Petropulu, Higher-Order Spectra Analysis: A Non-Linear Signal Processing Framework. (PTR Prentice-Hall, Upper Saddle River, NJ: 1993</text></nplcit>), and <nplcit id="ncit0023" npl-type="s"><text>M.C. Dogan and J.M. Mendel, "Applications of Cumulants to Array Processing.-Part I: Aperture Extension and Array Calibration," IEEE Trans. Signal Processing, Vol. 43, No. 5, May 1995, pp. 1200-1216</text></nplcit>, for descriptions of various types of higher-order ESPRIT techniques . These higher-order ESPRIT techniques possess several disadvantages. Some of these higher-order ES-PRIT techniques require the calibration of the <i>N</i> pairs of sensors but can now separate up to <i>N sources</i> since the noise variance no longer needs to be estimated. Other higher-order ESPRIT techniques require the array to be calibrated to guarantee that the pairs of sensors have identical manifolds (similar to the standard ESPRIT). These techniques degrade in performance significantly as the sensor pairs' manifolds deviate from one another.

0017Document <nplcit id="ncit0024" npl-type="s"><text>XP010506746, TOME A M: "Blind source separation using a matrix pencil", The IEEE-INNS-ENNS I International Joint Conference (July 2000, USA</text></nplcit>), discloses blind source separation using a matrix pencil and provides a description of generalized eigenvalue approach. XP010506746 discloses the following strategies of calculating, matrices: by considering two segments of signals with distinct energy, by considering different embedding spaces of the chaotic signals, and by computing time-delayed correction matrices, and provides comparison of the methods.

0018Each of the above-mentioned blind source separation techniques have the disadvantages noted. Additionally, none of the above-mentioned blind source separation techniques operate satisfactorily in the situation where there is a low signal-to-noise plus interference ratio. Accordingly, an improved blind source separation technique is desired.

0019In one embodiment of the present invention, a method for separating a plurality of signals provided by a respective plurality of sources and received by an array comprising a plurality of elements, includes generating a separation matrix as a function of time differences between receipt of the plurality of signals by the plurality of elements and a spatial fourth order cumulant matrix pencil. The method also includes multiplying the separation matrix by a matrix representation of the plurality of signals.

0020In another embodiment of the present invention, a system for separating a plurality of signals provided by a respective plurality of sources includes a receiver for receiving the plurality of signals and for providing received signals. The system also includes a signal processor for receiving the received, signals, generating a separation matrix, and multiplying the separation matrix by a matrix representation of the received signals. The separation matrix is a function of time differences between receipt of the plurality of signals by the receiver and a function of a spatial fourth order cumulant matrix pencil.

<u>Brief Description Of The Drawings</u>

0021In the drawings: <ul id="ul0001" list-style="none"><li><figref idref="f0001">Figure 1</figref> is a functional block diagram of a system for performing blind source separation utilizing a spatial fourth order cumulant matrix pencil in accordance with an embodiment of the present invention;</li><li><figref idref="f0002">Figure 2</figref> is an illustration of signal source, array elements, and a processor for performing array signal processing and BSS processing in accordance with an embodiment of the present invention;</li><li><figref idref="f0003">Figure 3</figref> is an illustration of a MIMO blind channel estimation scenario showing five unknown sources having distinct radiating patterns and five sensors having distinct receiving patterns;</li><li><figref idref="f0004">Figure 4</figref> is a graphical illustration of time delays between sensors and sources;</li><li><figref idref="f0005">Figure 5</figref> is an illustration depicting blind source separation (BSS) showing an input signal mixed with noise provided to the separation process;</li><li><figref idref="f0006">Figure 6</figref> is an illustration depicting repeating the separation process for a single repeated eigenvalue;</li><li><figref idref="f0007">Figure 7</figref> is a flow diagram of a process for performing blind source separation using the spatial fourth-order cumulant matrix-pencil in accordance with an embodiment of the present invention; and</li><li><figref idref="f0008">Figure 8</figref> is a continuation of the flow diagram of <figref idref="f0007">Figure 7</figref>.</li></ul>

<u>Detailed Description</u>

0022A technique for performing blind source separation (BSS) in accordance with the present invention utilizes cumulants in conjunction with spectral estimation of the signal subspace to perform the blind separation of statistically independent signals with low signal-to-noise ratios under a narrowband assumption. This BSS technique makes use of the generalized eigen analysis of a matrix-pencil defined on two similar spatial fourth-order cumulant matrices. The herein described BSS technique utilizes a higher-order statistical method, specifically fourth-order cumulants, with the generalized eigen analysis of a matrix-pencil to blindly separate a linear mixture of unknown, statistically independent, stationary narrowband signals at a low signal-to-noise ratio having the capability to separate signals in spatially and/or temporally correlated Gaussian noise. This BSS technique provides a method to blindly separate signals in situations where no second-order technique has been found to perform the blind separation, for example, at a low signal-to-noise ratio when the number of sources equals the number of sensors.

0023To describe this BSS technique, a definition of a spatial fourth-order cumulant matrix suited to blind source separation with non-equal gain and/or directional sensors and a definition of a spatial fourth-order cumulant matrix-pencil using temporal information are provided. The herein description also utilizes the concept of separation power efficiency (SPE) as a measure of the BSS technique's performance, and applies the concept of wide sense equivalence between matrix-pencils to the field of matrix algebra.

0024As an overview, the BSS technique described herein utilizes cumulants in conjunction with a spectral estimation technique of the signal subspace to perform blind source separation in the presence of spatially and/or temporally correlated noise at low signal-to-noise ratios. Prior to deriving a separation algorithm based on cumulants, a narrowband array model is developed, all assumptions are stated, four performance measures are defined, and the relevant cumulant properties that allow for the spatial mixing matrix information to be extracted from a spatial cumulant matrix are presented. A novel spatial cumulant matrix definition is then developed and its' relevant matrix properties are derived in order to determine which mathematical methods are valid for extracting the spatial information about the mixing matrix. Additionally, two alternative definitions for the spatial fourth-order cumulant matrix are described and relevant properties are derived. Furthermore, the definitions, properties, and use of a generalized eigen analysis of a matrix-pencil defined on two similar spatial fourth-order cumulant matrices are explored and their applicability to solving the blind source separation problem is investigated. A process is described for performing the blind source separation based on the signal subspace technique using matrix-pencils. In the process the concept of wide sense equivalence between matrix-pencils is developed and then used to show that the generalized eigenvalues of a matrix-pencil defined on two similar spatial fourth-order cumulant matrices are equal to the ratio of fourth-order cumulant of each source at a set of time lags (0, 0, 0) to the fourth-order cumulant at the set of lags, (τ₁, τ₂, τ₃). Thus the concept of a normalized fourth-order auto-cumulant function is introduced. To further aid in understanding this BSS technique, notation used herein is presented below. <i>M</i> ≡  Number of Sources <i>N</i> ≡  Number of Sensors P_j ≡  Normalized Power of the <i>j^th</i> source signal <i>m_j(t) ≡</i>  Continous Time Unit Power Modulated Signal from the <i>j^th</i> source <i>s_j(t)</i> ≡  Continous Time Signal from the <i>j^th</i><maths id="math0001"><math display="inline"><msqrt><msub><mi mathvariant="normal">P</mi><mi mathvariant="normal">j</mi></msub></msqrt><mo>⁢</mo><msub><mrow><mspace width="1em" /><mi mathvariant="italic">m</mi></mrow><mi mathvariant="italic">j</mi></msub><mfenced><mi mathvariant="italic">t</mi></mfenced></math><img file="EP1500007B1_D0001.tif" /></maths><i>r_j(t)</i> ≡  Delayed version of <i>s_j (t)</i><i>x_i</i>(<i>t</i>) ≡  Continous Time Signal from the <i>i^th</i> sensor. ' <i>x</i>(<i>t</i>) ≡  The vector of sensor outputs. <i>h_ij</i>(<i>t</i>) ≡  Continous Time Impulse Response of the channel between the <i>j^th</i> source and the <i>i^th</i> sensor <i>n_l</i>(<i>t</i>) ≡  Additive Noise Process at the <i>i^th</i> sensor. <maths id="math0002"><math display="inline"><msubsup><mi mathvariant="italic">σ</mi><mi mathvariant="normal">i</mi><mn>2</mn></msubsup><mo>≡</mo></math><img file="EP1500007B1_D0002.tif" /></maths> ≡  Variance of the Noise Process at the <i>i^th</i> sensor. τ_ij ≡  Propogation Delay from the <i>j^th</i> source to the <i>i^th</i> sensor Δτ<i>_l,k,j</i> ≡  <i>"Differential Time Delay".</i> The difference in propogation delay from the output of the <i>j^th</i> source to the <i>k</i>^th sensor output and from the output of the <i>j</i>^th source to the <i>l</i>^th sensor output. <i>= τ_lj-τ_kj</i><o ostyle="single">τ</o><i>_j</i> ≡  <i>"Reference Time Delay"</i> from the <i>j^th</i> source to some arbitrary array reference point in the vicinity of the array Nominally this can be the average propogation delay to all N sensors from the <i>j^th</i> source. Δτ<i>_ij</i> ≡  <i>"RelativeTime Delay".</i> The difference in propogation time from the <i>j^th</i> source to the <i>i^th</i> sensor and the array refence point τ ≡  Time Difference in Correlation of Stationary Processes ν<i>_ij</i> ≡  Complex Weight for the <i>j</i>^th source at the <i>i</i>^th sensor for the Narrow Band Model. The <i>ij</i> element of the "Mixing Matrix". The <i>i</i>^th element of the <i>j</i>^th steering vector. <b>v</b><i>_j</i> ≡  The <i>j^th "Steering Vector"</i> for the Narrow Band Model. <b>V</b> ≡  The Narrow Band Model <i>"Mixing Matrix".</i><i>w_ij</i> ≡  Complex Weight for the <i>j</i>^th source at the <i>i</i>^th sensor for the Narrow Band Case. The <i>ij</i> element of the "Separating Matrix". The i<i>^th</i> element of the <i>j</i>^th sensor weight vector. <b>W</b> ≡  The <i>"Separation Matrix".</i> α<i>_ij</i> ≡  Real valued gain(attenuation) of the channel from the <i>i^th</i> source output to the <i>j^th</i> sensor output. <i>BW_NEq</i> [ ] ≡  Noise Equivalent Bandwidth <maths id="math0003"><math display="inline"><msubsup><mi>BW</mi><mi mathvariant="italic">ij</mi><mi>COH</mi></msubsup><mo>≡</mo></math><img file="EP1500007B1_D0003.tif" /></maths> ≡  Coherence bandwidth of the Channel between the <i>j^th</i> source and the <i>i^th</i> sensor. <i>y_j</i>(<i>t</i>) ≡  The <i>j^th</i> output from the separation process. It is a noisy estimate of the of the <i>j^th</i> delayed source signal, <i>r_j</i> (t). <b>y</b>(<i>t</i>) ≡  The vector of output signals from the separation process. ρ<i>_j</i> ≡  The <i>j^th</i> signal loss term. Element of the <i>"loss"</i> matrix. <i>S_j</i> ≡  The separation process output signal power of the <i>j^th</i> source signal. <i>I_j</i> ≡  The residual interference power in the <i>j^th</i> separation process output. <i>N_j</i> ≡  The noise power in the <i>j^th</i> separation process output. ζ<i>_j</i> ≡  The <i>"Interference to - Signal Ratio</i> for the <i>j^th</i> separation process output. <i>ISR_avg</i> ≡  The <i>"Average Interference - to - Signal Ratio".</i><i>ISR</i>_max ≡  The <i>"Maximum Interference - to - Signal Ratio".</i> ξ<i>_j</i> ≡  The <i>"Power Efficiency"</i> of a blind source separation algorithm for the <i>j^th</i> source. ξ<i>_avg</i> ≡  The <i>"Average Power Efficiency"</i> of a blind source separation algorithm. ξ_min ≡  The <i>"Minimum Power Efficiency"</i> of a blind source separation algorithm. <maths id="math0004"><math display="inline"><msubsup><mi mathvariant="normal">C</mi><mi mathvariant="normal">x</mi><mn>4</mn></msubsup><mfenced><msub><mi mathvariant="normal">τ</mi><mn>1</mn></msub><msub><mi mathvariant="normal">τ</mi><mn>2</mn></msub><msub><mi mathvariant="normal">τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0004.tif" /></maths>≡  <i>NxN "Spatial Fourth-Order Cumulant Matrix</i> 1" with delay lags τ₁,τ₂,τ₃. <maths id="math0005"><math display="inline"><msubsup><mi mathvariant="normal">C</mi><mi mathvariant="normal">x</mi><msup><mn>4</mn><mo>′</mo></msup></msubsup><mfenced><msub><mi mathvariant="normal">τ</mi><mn>1</mn></msub><msub><mi mathvariant="normal">τ</mi><mn>2</mn></msub><msub><mi mathvariant="normal">τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0005.tif" /></maths>≡  <i>NxN "Spatial Fourth -Order Cumulant Matrix</i> 2" with delay lags τ₁,τ₂,τ₃. <maths id="math0006"><math display="inline"><msubsup><mi mathvariant="normal">C</mi><mi mathvariant="normal">x</mi><msup><mn>4</mn><mi mathvariant="italic">n</mi></msup></msubsup><mfenced><msub><mi mathvariant="normal">τ</mi><mrow><mn>1</mn><mo>,</mo></mrow></msub><mo>⁢</mo><msub><mi mathvariant="normal">τ</mi><mn>2</mn></msub><mo>,</mo><msub><mi mathvariant="normal">τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0006.tif" /></maths>≡  <i>NxN "Spatial Fourth-Order Cumulant Matrix</i> 3" with delay lags τ₁,τ₂,τ₃. <i>Cum</i>[ ] ≡  Cumulant Operator. <maths id="math0007"><math display="inline"><msubsup><mi mathvariant="normal">c</mi><msub><mi mathvariant="normal">r</mi><mi mathvariant="italic">j</mi></msub><msup><mn>4</mn><mtext> </mtext></msup></msubsup><mfenced><msub><mi mathvariant="normal">τ</mi><mrow><mn>1</mn><mo>,</mo></mrow></msub><mo>⁢</mo><msub><mi mathvariant="normal">τ</mi><mn>2</mn></msub><mo>,</mo><msub><mi mathvariant="normal">τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0007.tif" /></maths> ≡  The fourth-order cumulant of the <i>j^th</i> source signal with delay lags τ₁,τ₂,τ₃. Also referred to as the fourth-order auto-cumulant. <b>Ṽ</b> ≡ The  <i>"Modified Mixing Matrix".</i> Defined as the Hadamard Product <b>V</b> ⊙ <b>V</b> ⊙ <b>V</b>. <maths id="math0008"><math display="inline"><msubsup><mi mathvariant="normal">c</mi><msub><mi mathvariant="normal">r</mi><mi mathvariant="normal">j</mi></msub><mrow><mo>-</mo><mn>4</mn></mrow></msubsup><mfenced><msub><mi mathvariant="normal">τ</mi><mn>1</mn></msub><msub><mi mathvariant="normal">τ</mi><mn>2</mn></msub><msub><mi mathvariant="normal">τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0008.tif" /></maths>≡  The normalized fourth-order cumulant of the <i>j^th</i> source signal with delay lags τ₁,τ₂,τ₃. Also referred to as the normalized fourth-order auto-cumulant. <maths id="math0009"><math display="inline"><msubsup><mi mathvariant="normal">C</mi><msub><mi mathvariant="normal">r</mi><mtext> </mtext></msub><mn>4</mn></msubsup><mfenced><msub><mi mathvariant="normal">τ</mi><mn>1</mn></msub><msub><mi mathvariant="normal">τ</mi><mn>2</mn></msub><msub><mi mathvariant="normal">τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0009.tif" /></maths>≡  <i>MxM</i> Diagonal <i>"Fourth-Order Signal Cumulant Matrix"</i> with delay lags τ₁,τ₂,τ₃. <b><i>C</i></b> ( ) ≡  <i>"Column Space"</i> of a matrix. <i>N</i>_r ( ) ≡  The <i>"Rigth Null Space"</i> of a matrix. <i>N_l</i> ( ) ≡  The <i>"Left Null Space"</i> of a matrix. <b>I</b><i>_N ≡</i>  <i>N</i> x <i>N</i> Identity Matrix. <i>tr</i> ( ) ≡  The "<i>Trace</i>" of a matrix. <i>sp</i> ( ) ≡  The "<i>Span</i>" of a sub-space. <i>ρ</i> ( ) ≡  The <i>"Rank"</i> of a matrix. <o ostyle="single">τ</o> ≡  Vector notation for the set of delay lags, {τ₁,τ₂,τ₃}. <b>P</b>_x (λ, <o ostyle="single">τ</o>) ≡  The <i>"Spatial Fourth - Order Cumulant Matrix - Pencil"</i> using a pair of Spatial Fourth-Order Cumulant Matrix 1's. <b>P</b>_x (λ, <o ostyle="single">τ</o>) ≡  The <i>"Spatial Fourth - Order Cumulant Matrix - Pencil"</i> using a pair of Spatial Fourth-Order Cumulant Matrix 2's. <b>P</b>_x (λ, <o ostyle="single">τ</o>) ≡  The <i>"Spatial Fourth - Order Cumulant Matrix - Pencil"</i> using a pair of Spatial Fourth-Order Cumulant Matrix 3's. <b>P</b>_r (λ<i>,</i><o ostyle="single">τ</o> ) ≡  The <i>"Fourth - Order Signal Cumulant Matrix - Pencil"</i> using a pair of Diagonal Fourth-Order Signal Cumulant Matrices. λ (<b>A,B</b>) ≡  The <i>"Spectrum"</i> of the pencil defined on the matrices <b>A</b> and <b>B</b>. The set of generalized eigenvalues. λ̂(<b>A</b>,<b>B</b>) ≡  The <i>"Finite Spectrum"</i> of the pencil defined on the matrices <b>A</b> and <b>B</b>. The set of non-zero finite generalized eigenvalues. λ<i>_j</i> ≡  The "<i>j^th Eigenvalue"</i> of the pencil defined on a pair of spatial fouth-order cumulant matrices. There are <i>M</i> such eigenvalues, counting multiplicities. λ<i>_j</i> takes on one of the <i>K</i> values of µ<i>_k</i>. µ<i>_k</i> ≡  The <i>"k^th Distinct Eigenvalue"</i> of the pencil defined on a pair of spatial fouth-order cumulant matrices. There are <i>K</i> such values that the set of λ<i>_j'</i>s takes on. <i>g_k</i> ≡  The <i>set</i> of indeices, {<i>j</i>}, <i>where λ_j = µ_k.</i><b>ê</b><i>_j</i> ≡  The <i>Nx</i>1 <i>"j^th Eigenvector"</i> of the pencil defined on a pair of spatial fouth-order cumulant matrices associated with the eigenvalue λ<i>_j</i>. ε<i>_j</i>≡  <maths id="math0010"><math display="inline"><msub><mi mathvariant="normal">ε</mi><mi mathvariant="italic">j</mi></msub><mo>≡</mo><msubsup><mi mathvariant="normal">ê</mi><mi mathvariant="italic">j</mi><mi mathvariant="normal">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="normal">v</mi><mrow><mi mathvariant="italic">j</mi><mn>.</mn></mrow></msub></math><img file="EP1500007B1_D0010.tif" /></maths> γ<i>_j</i> ≡  The <i>"Normalization Factor"</i> for the <i>j^th</i> eigenvector. <maths id="math0011"><math display="inline"><msub><mi mathvariant="italic">γ</mi><mi mathvariant="italic">j</mi></msub><mo>=</mo><mfrac><mn>1</mn><mfenced open="|" close="|"><msub><mi mathvariant="normal">ε</mi><mi mathvariant="italic">j</mi></msub></mfenced></mfrac></math><img file="EP1500007B1_D0011.tif" /></maths><maths id="math0012"><math display="inline"><msubsup><mi mathvariant="italic">η</mi><mi mathvariant="italic">k</mi><mi>geom</mi></msubsup></math><img file="EP1500007B1_D0012.tif" /></maths>≡  The <i>"Geometric"</i> Multiplicity of an Eigenvalue. <maths id="math0013"><math display="inline"><msubsup><mi mathvariant="italic">η</mi><mi mathvariant="normal">k</mi><mi>alg</mi></msubsup></math><img file="EP1500007B1_D0013.tif" /></maths>≡  The <i>"Algebraic"</i> Multiplicity of an Eigenvalue. n<i>_k</i>≡  The <i>"Multiplicity"</i> ofan Eigenvalue when <maths id="math0014"><math display="inline"><msubsup><mi mathvariant="italic">η</mi><mi mathvariant="italic">k</mi><mi>geom</mi></msubsup><mo>=</mo><msubsup><mi mathvariant="italic">η</mi><mi mathvariant="italic">k</mi><mi>al</mi></msubsup><mn>.</mn></math><img file="EP1500007B1_D0014.tif" /></maths>

0025<figref idref="f0001">Figure 1</figref> is a functional block diagram of a system 100 for performing blind source separation utilizing a spatial fourth order cumulant matrix pencil in accordance with an embodiment of the present invention. System 100 comprises a receiver 11 and a signal processor 12. The receiver 11 receives signal s(t), which is indicative of a plurality of signals provided by a respective plurality of sources and provides signal x(t) to the signal processor 12. The receiver 11 may be any appropriate receive configured to receive the signal s(t). For example, the signal s(t) may be an acoustic signal, an optical signal, a seismic signal, an electromagnetic signal, or a combination thereof, and the receiver 11 may be configured to receive the respective type of signal. In one embodiment, the receiver 11 is configured as an array having a plurality of elements. The signal s(t) is received and appropriately processed (e.g., time delayed and multiplexed) and provided to the signal processor 14 in the form of signal x(t).

0026The signal processor 12 may be any appropriate processor configured to processor the signal x(t), such a general purpose computer, a laptop computer, a special purpose computer, a hardware implemented processor, or a combination thereof. The signal x(t) may be in any appropriate format, such as an optical signal, and electromagnetic signal, a digital signal, and analog signal, or a combination thereof. As will be explained in more detail below, the signal processor 12 comprises a matrix pencil estimation portion 13, a non-zero finite eigenvalue determination portion 14, a number of distinct eigenvalues determination portion 15, a multiplicity determination portion 16, a linearly independent eigenvector calculation portion 17, a normalization factor calculation 18, a separation vector generation portion 19, a separation matrix generation portion 20, and an optional separation power efficiency calculation portion 21. The matrix pencil estimation portion 13 is configured to estimate the spatial fourth order cumulant matrix pencil as a function of time differences of the arrival of the signal s(t) at the elements of the receiver 11. The non-zero finite eigenvalue determination portion 14 is configured to determine the non-zero finite eigenvalues for the spatial fourth order cumulant matrix pencil. The number of distinct eigenvalues determination portion 15 is configured to determine the number of eigenvalues that are distinct. The multiplicity determination portion 16 is configured to determine the multiplicity of each of the distinct finite eigenvalues. The linearly independent eigenvector calculation portion 17 is configured to calculate linearly independent eigenvectors for each of the distinct finite eigenvalues. The normalization factor portion 18 is configured to calculate, for each eigenvalue having a multiplicity equal to one, a normalization factor and to generate a respective separation vector as a function of the normalization factor and an eigenvector corresponding to the eigenvalue having a multiplicity equal to one. The separation vector generation portion 19 is configured to generate, for each repeated eigenvalue, a separation vector as a function of an eigenvector corresponding to the repeated eigenvalue. The separation matrix generation portion 20 is configured to generate the separation matrix as a function of the separation vectors. The optional separation power efficiency calculation portion 21 is configured to calculate the efficiency of the separation process in accordance with the following formula: ξ_j≡S_j/P_j, wherein ξ_j is indicative of the separation power efficiency for the j^th source of the plurality of sources, S_j is indicative of a power of a separated signal from the j^th source, and P_j is indicative of a normalized power of a signal from the j^th source.

0027<figref idref="f0002">Figure 2</figref> is an illustration of signal source 24, array elements 26, and a processor 22 for performing array signal processing and BSS processing in accordance with an embodiment of the present invention. Array signal processing is a specialization within signal processing concerned with the processing of a set of signals generated by an array of sensors at distinct spatial locations sampling propagating wavefields, such as electromagnetic, seismic, acoustic, optical, mechanical, thermal, or a combination thereof, for example. As shown in <figref idref="f0002">Figure 2</figref>, the array samples the <i>j^th</i> wavefield, <i><b>r</b>_j</i>(<i>t, <b><o ostyle="single">z</o></b>_i</i>), generated by the <i>j^th</i> source 24_j at locations {<o ostyle="rightarrow"><i>z</i></o>₁,<o ostyle="rightarrow"><i>z</i></o>₂,...,<i><o ostyle="rightarrow">z</o>_N</i>} (only one location, z_j, shown in <figref idref="f0002">Figure 2</figref>) with a set of sensors 26_i which generate signals x_i(<i>t</i>) indicative of the wavefield at each location, z_j. The signals x_i(t) may be any appropriate type of signal capable of being processed by the processor 22. Examples of appropriated types of signals x_i(t) include electrical signals, acoustic signals, optical signals, mechanical signals, thermal signals, or a combination thereof. The signal <i>x_i</i>(<i>t</i>) provided by the <i>i^th</i> sensor, 26_i, comprises the sum of the wavefields from all sources 24 at each sensor's location, each weighted with response of the sensor in the signal's <i>r_j</i> (<i>t,<o ostyle="rightarrow">z</o>_i</i>) direction of arrival, plus an additive noise term, <i>n_i</i>(<i>t</i>)<i>.</i> As described in more detail herein, the processor 22 processes the signals x(t) for enhancing sets of sources signals' individual signal-to-interference-plus-noise ratios by suppressing interfering source signals at different spatial locations without knowledge of the source signal characteristics, the channels between the sources and the array elements, the sources' locations, or array geometry via a blind source separation (BSS) technique in accordance with the present invention.

0028A blind source separation technique in accordance with the present invention is described herein by defining underlying assumptions made about the source signals and noise sources. Different multiple input multiple output (MIMO) array channel models are described resulting in a narrowband model, which is utilized in the BSS technique in accordance with present invention.

0029Blind source separation (BSS) is applicable to many areas of array signal processing that require the enhancement and characterization of an unknown set of source signals generated by a set of sensors that are each a linear mixture of the original signals. These include, for example, signal intelligence, spectral monitoring, jamming suppression, and interference rejection, location, and recognition. Typically, the mixing transformation, source signal characteristics, and sensor array manifold are unknown. Thus, blind source separation may be viewed as a multiple-input, multiple-output (MIMO) blind channel estimation problem.

0030<figref idref="f0003">Figure 3</figref> is an illustration of a MIMO blind channel estimation scenario showing five unknown sources, s₁, s₂, s₃, s₄, s₅, having distinct radiating patterns and five sensors, x₁, x₂, x₃, x₄, x₅, having distinct receiving patterns. The sources, s₁, s₂, s₃, s₄, s₅, may provide and the sensors, x₁, x₂, x₃, x₄, x₅, may correspondingly receive, acoustic energy, electromagnetic energy, optic energy, mechanical energy, thermal energy, or a combination thereof. As shown in <figref idref="f0003">Figure 3</figref>, the five unknown sources, s₁, s₂, s₃, s₄, s₅, with distinct radiating patterns are generating a set of wavefields that are impinging on an array of five sensors, x₁, x₂, x₃, x₄, x₅, with an unknown array manifold. Each source, s₁, s₂, s₃, s₄, s₅, provides a respective source signal. A BSS separation technique in accordance with the present invention, jointly extracts the set of source signals from an array of sensors (e.g., x₁, x₂, x₃, x₄, x₅,) sampling the aggregate (composite) of the source signals' propagating wavefields at distinct spatial locations without knowledge of the signal characteristics or knowledge of the array's sensitivity as a function of direction of arrival or geometry.

0031In order to develop a blind source separation technique suitable for separating narrowband signals given a set of outputs from an array of sensors with a relatively small spatial expanse and assess its performance, it is advantageous to develop a multiple-input multiple-output (MIMO) narrowband channel model for the array, state assumptions made, state the problem mathematically, and develop a set of measures to evaluate the technique.

0032As such, a narrowband MIMO channel model is developed by starting with the most general convolutional MIMO channel model and then placing restrictions on the signal bandwidth and array size to simplify the problem, resulting in the narrowband model as utilized herein. Signal and noise assumptions are then presented and the blind source separation technique in accordance with the present invention is described mathematically and graphically. Two performance measures to be used in assessing the performance are then described including the novel concept of separation power efficiency (SPE).

0033Four multiple-input multiple-output (MIMO) channel models applicable to the blind source separation problem are described herein. These models are the general channel model, the non-dispersive direct path only channel model, the general finite impulse response (GFIR) channel model, and the narrowband channel model. The BSS technique in accordance with the present invention is then described utilizing the narrowband channel model.

0034<u>The General Channel Model:</u> In the most general case, the output of each element is modeled as a summation of the <i>M</i> source signals each convolved with the impulse response of the channel between the output of the source and output of the sensor plus the additive Gaussian noise referenced to the sensors input. That is, <maths id="math0015" num="(1)"><math display="block"><msub><mi>x</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub></mstyle><mfenced><mi>t</mi></mfenced><mo>*</mo><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>+</mo><msub><mi>n</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced></math><img file="EP1500007B1_D0015.tif" /></maths> where * denotes convolution. The impulse response, <i>v_ij(t),</i> of the channel between the output of the <i>j^th</i> source and the <i>i^th</i> sensor output may be time varying and account for such phenomena as multi-path propagation, dispersion, sensor time-varying response, source motion, sensor motion, etc. This can be written in matrix form as the general multiple input multiple output (MIMO) channel model <maths id="math0016" num="(2)"><math display="block"><mtable columnalign="left"><mtr><mtd><mi mathvariant="bold">x</mi><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>=</mo><msup><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>x</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced></mtd><mtd><mtable><mtr><mtd><mtable><mtr><mtd><msub><mi>x</mi><mn>2</mn></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mtd><mtd><mtable><mtr><mtd><mtable><mtr><mtd><mo mathvariant="normal">…</mo></mtd></mtr></mtable></mtd><mtd><msub><mi>x</mi><mi>N</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mtd></mtr></mtable></mtd></mtr></mtable></mfenced><mi>T</mi></msup></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>v</mi><mn>11</mn></msub><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>⋯</mo></mtd><mtd><msub><mi>v</mi><mrow><mn>1</mn><mo>⁢</mo><mi>M</mi></mrow></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd><mtd><mo>⋱</mo></mtd><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mi>v</mi><mrow><mi>N</mi><mo>⁢</mo><mn>1</mn></mrow></msub><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>⋯</mo></mtd><mtd><msub><mi>v</mi><mi mathvariant="italic">NM</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mfenced><mo>*</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>s</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mi>s</mi><mi>M</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mfenced><mo>+</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>n</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mi>n</mi><mi>N</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi mathvariant="bold">V</mi><mfenced><mi>t</mi></mfenced><mo>*</mo><mi mathvariant="bold">s</mi><mfenced><mi>t</mi></mfenced><mo>+</mo><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0016.tif" /></maths> where [ ]^T denotes transposition.

0035<u>The Non-Dispersive, Direct Path Only Channel Model:</u> When there is no multi-path, motion, or dispersion, the channel impulse response can be modeled by a delay and attenuation. That is, <maths id="math0017" num="(3)"><math display="block"><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mfenced><mi>t</mi></mfenced><mo>=</mo><msub><mi>α</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><mi>δ</mi><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced></math><img file="EP1500007B1_D0017.tif" /></maths> where α<i>_ij</i> is the cascaded attenuation/gain from the output of <i>j^th</i> source to the <i>i^th</i> sensor output and τ<i>_ij</i> is the propagation time (delay) from the output of <i>j^th</i> source to the output of the <i>i^th</i> sensor. Under this model, when the sifting property of the delta function is employed, the output of the <i>i^th</i> sensor (ignoring the noise) becomes <maths id="math0018" num="(4)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mi>x</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mfenced><mi>t</mi></mfenced><mo>*</mo><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mstyle></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>α</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><mi>δ</mi><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced></mstyle><mo>*</mo><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>α</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msub><mi>s</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced></mstyle></mtd></mtr></mtable></math><img file="EP1500007B1_D0018.tif" /></maths>

0036At this point a "differential" delay is defined as the difference in propagation time from the output of the <i>j^th</i> source to the output of the <i>k^th</i> sensor and to the output of the <i>l^th</i> sensor. <maths id="math0019" num="(5)"><math display="block"><mi mathvariant="normal">Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mrow><mi>l</mi><mo>,</mo><mi>k</mi><mo>,</mo><mi>j</mi></mrow></msub><mo>≡</mo><msub><mi mathvariant="italic">τ</mi><mi mathvariant="italic">lj</mi></msub><mo>-</mo><msub><mi mathvariant="italic">τ</mi><mi mathvariant="italic">kj</mi></msub></math><img file="EP1500007B1_D0019.tif" /></maths> This differential time delay defines the time difference of arrival between two sensors for a given signal and is a measure of the spatial expanse of the array of sensors. Additionally, to facilitate situations when the minimum propagation delay from the <i>j^th</i> source to the sensors is much greater than the maximum differential propagation delay, that is <maths id="math0020"><math display="inline"><munder><mi>min</mi><mi>i</mi></munder><mfenced><msub><mi mathvariant="italic">τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced><mrow><mo>|</mo><mo>></mo><mo>></mo><munder><mi>max</mi><mrow><mi>l</mi><mo>,</mo><mi>k</mi></mrow></munder></mrow><mfenced open="|" close="|"><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mrow><mi>l</mi><mo>,</mo><mi>k</mi><mo>,</mo><mi>j</mi></mrow></msub></mfenced><mo>,</mo></math><img file="EP1500007B1_D0020.tif" /></maths>the propagation time τ<i>_ij</i> is decomposed into two components, a "reference" delay, which is defined as the average propagation time from the output of the source to the output of the sensors and denoted as <o ostyle="single">τ</o><i>_j</i>, and a "relative" delay, which is defined as the difference in propagation time between the reference time delay and the actual propagation time and denoted as Δτ<i>_ij</i>. The propagation time from the <i>j^th</i> source to the <i>i^th</i> sensor can then be expressed as <maths id="math0021" num="(6)"><math display="block"><msub><mi mathvariant="italic">τ</mi><mi mathvariant="italic">ij</mi></msub><mo>=</mo><msub><mover><mi>τ</mi><mo> ‾</mo></mover><mi>j</mi></msub><mo>+</mo><mi>Δ</mi><mo>⁢</mo><msub><mi mathvariant="italic">τ</mi><mi mathvariant="italic">ij</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0021.tif" /></maths>

0037<figref idref="f0004">Figure 4</figref> is a graphical illustration of time delays between sensors and sources. The decomposition of the propagation time as depicted in <figref idref="f0004">Figure 4</figref> includes five sources, labeled <i>s</i>₁,<i>s</i>₂,...,<i>s</i>₅, with associated reference delays <o ostyle="single">τ</o>₁,<o ostyle="single">τ</o>₂,...,<o ostyle="single">τ</o>₅, which are generating a set of wavefields that illuminate a set of five sensors, labeled <i>x</i>₁,<i>x</i>₂,...,<i>x</i>₅, and the relative time delay, Δτ₃₁, is shown for the first source, <i>s</i>₁, and the third sensor, <i>x</i>₃ . Using the above definitions, the differential time delay can be reformulated as follows: <maths id="math0022" num="(7)"><math display="block"><mtable columnalign="left"><mtr><mtd><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mrow><mi>l</mi><mo>,</mo><mi>k</mi><mo>,</mo><mi>j</mi></mrow></msub></mtd><mtd><mo mathvariant="italic">≡</mo><msub><mi mathvariant="italic">τ</mi><mi mathvariant="italic">lj</mi></msub><mo mathvariant="italic">-</mo><msub><mi mathvariant="italic">τ</mi><mi mathvariant="italic">kj</mi></msub></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfenced><msub><mover><mi>τ</mi><mo> ‾</mo></mover><mi>j</mi></msub><mo>+</mo><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mi mathvariant="italic">lj</mi></msub></mfenced><mo>-</mo><mfenced><msub><mover><mi>τ</mi><mo> ‾</mo></mover><mi>j</mi></msub><mo>+</mo><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mi mathvariant="italic">kj</mi></msub></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mi mathvariant="italic">lj</mi></msub><mo>-</mo><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mi mathvariant="italic">kj</mi></msub></mtd></mtr></mtable></math><img file="EP1500007B1_D0022.tif" /></maths> Both the differential and relative time delays are utilized in the formulation of the narrowband and the general finite impulse response models.

0038<u>The General Finite Impulse Response (GFIR) Channel Model:</u> The general model is often simplified by modeling the channel between the output of the <i>j^th</i> source and the <i>i^th</i> sensor output, <i>v_ij</i>(<i>t</i>)<i>,</i> as a FIR filter or tapped delay line. As with the general model, the GFIR Model may be time varying and can account for such phenomena as multi-path propagation, dispersion, sensor time-varying response, system motion, etc. The FIR filter used to model <i>v_ij (t)</i> must be long enough to account for the multi-path delay spread of the channel as well as the relative time delay, Δτ<i>_ij</i>, with a "reference" delay, <o ostyle="single">τ</o><i>_j</i>, accounted for by defining a delayed version of the source signal as it's input. That is the input to the set of FIR filters used to model the channels between the output of the <i>j^th</i> source and array of sensors is <maths id="math0023" num="(8)"><math display="block"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>=</mo><msub><mi>s</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mover><mi>τ</mi><mo> ‾</mo></mover><mi>j</mi></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0023.tif" /></maths> The FIR filter or tapped delay line model is valid for a fading channel when the coherence bandwidth of such a channel is much less than the noise equivalent bandwidth of the source signal, that is <maths id="math0024"><math display="inline"><msub><mi mathvariant="italic">BW</mi><mi mathvariant="italic">NEq</mi></msub><mfenced open="[" close="]"><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>&lt;</mo><msubsup><mi mathvariant="italic">BW</mi><mi mathvariant="italic">ij</mi><mi mathvariant="italic">COH</mi></msubsup><mo>,</mo></math><img file="EP1500007B1_D0024.tif" /></maths> where the coherence bandwidth is defined as the reciprocal of the multi-path delay spread. In this situation the multi-path components in the channel separated by a delay of at least <i>2π</i>/<i>BW_NEq [s_j (t)</i>] are resolvable and the fading phenomenon is referred to as being "frequency selective". Thus the channel impulse response can be represented as <maths id="math0025" num="(9)"><math display="block"><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mfenced><mi>t</mi></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>0</mn></mrow><mrow><msub><mi>L</mi><mi mathvariant="italic">ij</mi></msub><mo>-</mo><mn>1</mn></mrow></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">ij</mi><mfenced><mi>l</mi></mfenced></msubsup><mfenced><mi>t</mi></mfenced><mo>⁢</mo><mi>δ</mi><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mn>2</mn><mo>⁢</mo><mi mathvariant="italic">πl</mi><mo>/</mo><msub><mi mathvariant="italic">BW</mi><mi mathvariant="italic">NEq</mi></msub><mfenced open="[" close="]"><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced></mfenced></math><img file="EP1500007B1_D0025.tif" /></maths> where the time varying complex-valued channel gain of the <i>l^th</i> component can be represented as <maths id="math0026" num="(10)"><math display="block"><msubsup><mi>v</mi><mi mathvariant="italic">ij</mi><mfenced><mi>l</mi></mfenced></msubsup><mfenced><mi>t</mi></mfenced><mo>=</mo><msubsup><mi>α</mi><mi mathvariant="italic">ij</mi><mfenced><mi>l</mi></mfenced></msubsup><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi>e</mi><mrow><mi>j</mi><mo>⁢</mo><msubsup><mi>φ</mi><mi mathvariant="italic">ij</mi><mfenced><mi>l</mi></mfenced></msubsup><mfenced><mi>t</mi></mfenced></mrow></msup><mn>.</mn></math><img file="EP1500007B1_D0026.tif" /></maths>

0039The length of the model, <i>L_ij</i>, is the number of resolvable multi-path components which is <maths id="math0027" num="(11)"><math display="block"><msub><mi>L</mi><mi mathvariant="italic">ij</mi></msub><mo>=</mo><mo>⌈</mo><msub><mi mathvariant="italic">BW</mi><mi mathvariant="italic">NEq</mi></msub><mfenced open="[" close="]"><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>/</mo><msubsup><mi mathvariant="italic">BW</mi><mi mathvariant="italic">ij</mi><mi mathvariant="italic">COH</mi></msubsup><mo>⌉</mo></math><img file="EP1500007B1_D0027.tif" /></maths> where ┌ ┐ denotes the ceiling function. For the GFIR channel model, the length of the FIR filter has to not only accommodate the multi-path delay spread but also the relative time delay, Δτ<i>_ij</i>. That is equation (11) becomes <maths id="math0028" num="(12)"><math display="block"><msub><mi>L</mi><mi mathvariant="italic">ij</mi></msub><mo>=</mo><mo>⌈</mo><msub><mi mathvariant="italic">BW</mi><mi mathvariant="italic">NEq</mi></msub><mfenced open="[" close="]"><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>⋅</mo><mfenced open="[" close="]"><mfenced><mfenced open="|" close="|"><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced><mo>/</mo><mn>2</mn><mo>⁢</mo><mi>π</mi></mfenced><mo>+</mo><mfenced><mn>1</mn><mo>/</mo><msubsup><mi mathvariant="italic">BW</mi><mi mathvariant="italic">ij</mi><mi mathvariant="italic">COH</mi></msubsup></mfenced></mfenced><mo>⌉</mo><mn>.</mn></math><img file="EP1500007B1_D0028.tif" /></maths> In practice, the length of all the FIR filters are set to a common value, <i>L</i>, which is defined as <maths id="math0029" num="(13)"><math display="block"><mi>L</mi><mo>=</mo><munder><mi>max</mi><mrow><mi>i</mi><mo>,</mo><mi>j</mi></mrow></munder><mfenced><msub><mi>L</mi><mi mathvariant="italic">ij</mi></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0029.tif" /></maths>

0040When the coherence bandwidth is greater than the noise equivalent bandwidth of the source signal, that is <maths id="math0030"><math display="inline"><msub><mi mathvariant="italic">BW</mi><mi mathvariant="italic">NEq</mi></msub><mfenced open="[" close="]"><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>&lt;</mo><msubsup><mi mathvariant="italic">BW</mi><mi mathvariant="italic">ij</mi><mi mathvariant="italic">COH</mi></msubsup><mo>,</mo></math><img file="EP1500007B1_D0030.tif" /></maths> the fading is referred to as "frequency non-selective" and the fading model reduces to a single time varying complex weight. That is <i>L_ij</i> =1, and thus <maths id="math0031" num="(14)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>=</mo><msubsup><mi>v</mi><mi mathvariant="italic">ij</mi><mfenced><mn>0</mn></mfenced></msubsup><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msubsup><mi>α</mi><mi mathvariant="italic">ij</mi><mfenced><mn>0</mn></mfenced></msubsup><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi>e</mi><mrow><mi>j</mi><mo>⁢</mo><msubsup><mi>φ</mi><mi mathvariant="italic">ij</mi><mfenced><mn>0</mn></mfenced></msubsup><mfenced><mi>t</mi></mfenced></mrow></msup></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msub><mi>α</mi><mi mathvariant="italic">ij</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi>e</mi><mrow><mi>j</mi><mo>⁢</mo><msub><mi>φ</mi><mi mathvariant="italic">ij</mi></msub><mfenced><mi>t</mi></mfenced></mrow></msup></mtd></mtr></mtable></math><img file="EP1500007B1_D0031.tif" /></maths> which begins to look like a time-varying narrowband model. However, for the above simplification to a single complex weight to hold in array signal processing, the source signal must have a noise equivalent bandwidth much less then the center frequency and the array of sensors must have a relatively small spatial expanse, that is <maths id="math0032" num="(15)"><math display="block"><msub><mi mathvariant="bold-italic">BW</mi><mi>NEq</mi></msub><mfenced open="[" close="]"><msub><mi mathvariant="bold">s</mi><mi mathvariant="bold">j</mi></msub><mfenced><mi mathvariant="bold">t</mi></mfenced></mfenced><mo>&lt;</mo><mo>&lt;</mo><msub><mi mathvariant="normal">ω</mi><mi mathvariant="normal">j</mi></msub></math><img file="EP1500007B1_D0032.tif" /></maths><maths id="math0033" num="(16)"><math display="block"><munder><mi>max</mi><mi>i</mi></munder><mfenced open="|" close="|"><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced><mo>&lt;</mo><mo>&lt;</mo><mi>π</mi><mo>/</mo><msub><mi mathvariant="italic">BW</mi><mi mathvariant="italic">NEq</mi></msub><mfenced open="[" close="]"><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0033.tif" /></maths>

0041<u>The Narrowband Channel Model:</u> A measure of the spectral support of a signal is the noise equivalent bandwidth, denoted as <i>BW_Neq</i>[ ]<i>.</i> By the duality principle of time and frequency, the inverse noise equivalent bandwidth can be used as a measure of the temporal support of the signal, in other words it is can be used as an indication of the decorrelation time of the signal. When the signal noise equivalent bandwidth is much less then the center frequency, that is <maths id="math0034" num="(17)"><math display="block"><msub><mi mathvariant="bold-italic">BW</mi><mi>NEq</mi></msub><mfenced open="[" close="]"><msub><mi mathvariant="bold">s</mi><mi mathvariant="bold">j</mi></msub><mfenced><mi mathvariant="bold">t</mi></mfenced></mfenced><mo>&lt;</mo><mo>&lt;</mo><msub><mi mathvariant="normal">ω</mi><mi mathvariant="normal">j</mi></msub></math><img file="EP1500007B1_D0034.tif" /></maths> where ω<i>_j</i> is the center frequency of the <i>j^th</i> source, then the propagation delay, or relative propagation delay, can be modeled as a phase shift. In this situation, when there is no dispersion or multi-path, the channel model is referred to as the narrowband model.

0042However, since the phase shift is modulo 2π with respect to the center frequency, the requirement that the bandwidth be much less than the center frequency is itself insufficient in order for the time delay to be modeled as a phase shift and preserve the waveform, i.e. negligible inter-symbol interference (ISI) is induced in a digital communications signal. Therefore, for the narrowband model to hold, the array of sensors must also have a relatively small spatial expanse. That is <maths id="math0035" num="(18)"><math display="block"><munder><mi>max</mi><mrow><mi>l</mi><mo>,</mo><mi>k</mi></mrow></munder><mfenced open="|" close="|"><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mrow><mi>l</mi><mo>,</mo><mi>k</mi><mo>,</mo><mi>j</mi></mrow></msub></mfenced><mo>&lt;</mo><mo>&lt;</mo><mn>2</mn><mo>⁢</mo><mi>π</mi><mo>/</mo><msub><mi mathvariant="italic">BW</mi><mi mathvariant="italic">NEq</mi></msub><mfenced open="[" close="]"><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced></math><img file="EP1500007B1_D0035.tif" /></maths> Since Δτ<i>_l,k,j</i> = Δτ<i>_lj-</i>Δτ<i>_kj</i>, requiring <maths id="math0036"><math display="block"><munder><mi>max</mi><mi>i</mi></munder><mfenced open="|" close="|"><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced><mo>&lt;</mo><mo>&lt;</mo><mi>π</mi><mo>/</mo><msub><mi mathvariant="italic">BW</mi><mi mathvariant="italic">NEq</mi></msub><mfenced open="[" close="]"><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced></math><img file="EP1500007B1_D0036.tif" /></maths> is a sufficient condition to guarantee (18) holds, via the triangle inequality. When the Narrowband conditions defined in (17) and (19) hold, the relative time delay is negligible in comparison to the decorrelation time of the signal and thus <maths id="math0037" num="(20)"><math display="block"><msub><mi>s</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mover><mi>τ</mi><mo> ‾</mo></mover><mi>j</mi></msub><mo>-</mo><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced><mo>≅</mo><msub><mi>s</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mover><mi>τ</mi><mo> ‾</mo></mover><mi>j</mi></msub></mfenced></math><img file="EP1500007B1_D0037.tif" /></maths> which says the waveform is preserved (within a phase shift). Thus, the relative time delay can be modeled as a phase shift, <maths id="math0038" num="(21)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mfenced><mi>t</mi></mfenced><mo>*</mo><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>=</mo><msub><mi>α</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><mi>δ</mi><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced><mo>*</mo><msub><mi>s</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msub><mi>α</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msub><mi>s</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msub><mi>α</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msub><mi>s</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mover><mi>τ</mi><mo> ‾</mo></mover><mi>j</mi></msub><mo>-</mo><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msub><mi>α</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msup><mi>e</mi><mrow><mo>-</mo><mi>j</mi><mo>⁢</mo><msub><mi>ω</mi><mi mathvariant="italic">j</mi></msub><mo>⁢</mo><mi>Δ</mi><mo>⁢</mo><msub><mi>τ</mi><mi mathvariant="italic">ij</mi></msub></mrow></msup><mo>⁢</mo><msub><mi>s</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mover><mi>τ</mi><mo> ‾</mo></mover><mi>j</mi></msub></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msub><mi>α</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msup><mi>e</mi><mrow><mo>-</mo><mi>j</mi><mo>⁢</mo><msub><mi>φ</mi><mi mathvariant="italic">ij</mi></msub></mrow></msup><mo>⁢</mo><msub><mi>s</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mover><mi>τ</mi><mo> ‾</mo></mover><mi>j</mi></msub></mfenced><mo>≡</mo><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0038.tif" /></maths> where <i>r_j</i>(<i>t</i>)=<i>s_j</i>(<i>t</i>-<o ostyle="single">τ</o><i>_j</i>), <i>φ_ij=ω_jΔτ_ij,</i> and a complex weight, ν<i>_ij</i>, is defined as <maths id="math0039" num="(22)"><math display="block"><msub><mi mathvariant="italic">v</mi><mi mathvariant="italic">ij</mi></msub><mo mathvariant="italic">=</mo><msub><mi mathvariant="italic">α</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msup><mi>e</mi><mrow><mo>-</mo><mi>j</mi><mo>⁢</mo><msub><mi>φ</mi><mi mathvariant="italic">ij</mi></msub></mrow></msup><mn>.</mn></math><img file="EP1500007B1_D0039.tif" /></maths>

0043This complex weight together with the other <i>N</i>-1 weights associated with the <i>j^th</i> signal form the <i>j^th</i> steering vector. <maths id="math0040" num="(23)"><math display="block"><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>=</mo><msup><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>v</mi><mrow><mn>1</mn><mo>⁢</mo><mi>j</mi></mrow></msub></mtd><mtd><mtable><mtr><mtd><mtable><mtr><mtd><msub><mi>v</mi><mrow><mn>2</mn><mo>⁢</mo><mi>j</mi></mrow></msub></mtd></mtr></mtable></mtd><mtd><mtable><mtr><mtd><mo>…</mo></mtd><mtd><msub><mi>v</mi><mi mathvariant="italic">Nj</mi></msub></mtd></mtr></mtable></mtd></mtr></mtable></mtd></mtr></mtable></mfenced><mi mathvariant="normal">T</mi></msup></math><img file="EP1500007B1_D0040.tif" /></maths> The output of the <i>i^th</i> sensor is then <maths id="math0041" num="(24)"><math display="block"><msub><mi>x</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>+</mo><msub><mi>n</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced></math><img file="EP1500007B1_D0041.tif" /></maths> As done for the general m <i>j^th</i> model, this can be re-formulated in matrix form for the vector of sensor outputs as <maths id="math0042" num="(25)"><math display="block"><mtable columnalign="left"><mtr><mtd><mi mathvariant="bold">x</mi><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>=</mo><msup><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>x</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced></mtd><mtd><msub><mi>x</mi><mn>2</mn></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable><mspace width="1em" /><mo>⋯</mo><mspace width="1em" /><msub><mi>x</mi><mi>N</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mi mathvariant="normal">T</mi></msup></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mtable><mtr><mtd><mi>v</mi></mtd></mtr></mtable><mn>11</mn></msub></mtd><mtd><mo>⋯</mo></mtd><mtd><msub><mtable><mtr><mtd><mi>v</mi></mtd></mtr></mtable><mrow><mn>1</mn><mo>⁢</mo><mi>M</mi></mrow></msub></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd><mtd><mo>⋱</mo></mtd><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mtable><mtr><mtd><mi>v</mi></mtd></mtr></mtable><mrow><mi>N</mi><mo>⁢</mo><mn>1</mn></mrow></msub></mtd><mtd><mo>⋯</mo></mtd><mtd><msub><mi>n</mi><mi mathvariant="italic">NM</mi></msub></mtd></mtr></mtable></mfenced><mo>⁢</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>r</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mi>r</mi><mi>M</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mfenced><mo>+</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>n</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mi>n</mi><mi>N</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfenced open="[" close="]"><msub><mrow><mspace width="1em" /><mi mathvariant="bold">v</mi></mrow><mn>1</mn></msub><mspace width="1em" /><mo>⋯</mo><msub><mrow><mspace width="1em" /><mi mathvariant="bold">v</mi></mrow><mi>M</mi></msub></mfenced><mo>⁢</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>r</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mi>r</mi><mi>M</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mfenced><mo>+</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>n</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mi>n</mi><mi>N</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi mathvariant="bold">Vr</mi><mfenced><mi>t</mi></mfenced><mo>+</mo><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0042.tif" /></maths>

0044Due to conservation of energy, the total average signal power from the <i>j^th</i> source illuminating the array can never exceed <i>P_j</i>. Since the signal-to-noise ratio is established at the input of the sensor, in the total array gain can be viewed as being normalized. Thus for the narrowband model, the inner product of the <i>j^th</i> column of the mixing matrix <b>V</b> is, <maths id="math0043" num="(26)"><math display="block"><mtable columnalign="left"><mtr><mtd><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msubsup><mi>v</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub></mstyle></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>α</mi><mi mathvariant="italic">ij</mi><mn>2</mn></msubsup><mo>⁢</mo><msup><mi>e</mi><mrow><mo>+</mo><mi>j</mi><mo>⁢</mo><msub><mi>φ</mi><mi mathvariant="italic">ij</mi></msub></mrow></msup><mo>⁢</mo><msup><mi>e</mi><mrow><mo>-</mo><mi>j</mi><mo>⁢</mo><msub><mi>φ</mi><mi mathvariant="italic">ij</mi></msub></mrow></msup></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>α</mi><mi mathvariant="italic">ij</mi><mn>2</mn></msubsup></mtd></mtr><mtr><mtd><mspace width="2em" /></mtd><mtd><mo>=</mo><mn>1</mn></mtd></mtr></mtable></math><img file="EP1500007B1_D0043.tif" /></maths> where [ ]^H denotes the Hermitian transpose.

0045<u>Signal and Noise Assumptions:</u> The following assumptions are made about the source signals and noise vector. These assumptions are made to allow the use of the fourth-order cumulant and to ensure a sufficient number of degrees of freedom for the separation technique to exploit. Assumptions A1 and A2 ensure that the fourth-order cumulant of the source signals exist. The zero-mean assumption is not necessary for the use of cumulants but is assumed since practical propagating electro-magnetic signals have a zero-mean. Assumptions A3 and A4 are particularly useful to the use of cumulants for the BSS problem. Without them, the noise sources would need to be treated as a signal source thus requiring additional degrees of freedom in the array. Note that the noise sources are not assumed to be temporally or spatially white. This is contrast to assumptions made in other second order techniques. The final assumption on the number of source signals helps to ensure that the there are enough degrees of freedom to perform the separation using the matrix-pencil approach.

0046<u>The first assumption (A1):</u> The <i>M</i> source signals illuminating the array are statistically independent non-Gaussian stationary random processes. Assumption A1 is represented mathematically as follows. <maths id="math0044" num="(27)"><math display="block"><msub><mi>f</mi><mrow><msub><mi>r</mi><mn>1</mn></msub><mo>,</mo><msub><mi>r</mi><mn>2</mn></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mi>r</mi><mi>M</mi></msub><mo>,</mo></mrow></msub><mfenced><msub><mi>r</mi><mn>1</mn></msub><mo>,</mo><msub><mi>r</mi><mn>2</mn></msub><mspace width="1em" /><mo>…</mo><mo>,</mo><msub><mi>r</mi><mi>M</mi></msub></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∏</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>f</mi><msub><mi>r</mi><mi>j</mi></msub></msub><mfenced><msub><mi>r</mi><mi>j</mi></msub></mfenced></math><img file="EP1500007B1_D0044.tif" /></maths> The source signals are assumed stationary to order four over the estimation period of the spatial fourth-order cumulant matrix.

0047<u>The second assumption (A2):</u> The <i>M</i> source signals illuminating the array have zero mean with power <i>P_j</i> and a non-zero fourth-order moment. Assumption A2 is represented mathematically as follows. <maths id="math0045" num="(28)"><math display="block"><mi>E</mi><mfenced open="[" close="]"><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><mn>0</mn></math><img file="EP1500007B1_D0045.tif" /></maths><maths id="math0046" num="(29)"><math display="block"><mi>E</mi><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><mi>E</mi><mfenced open="[" close="]"><msqrt><msub><mi>P</mi><mi>j</mi></msub></msqrt><mo>⁢</mo><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><msqrt><msub><mi>P</mi><mi>j</mi></msub></msqrt><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><mn>0</mn></math><img file="EP1500007B1_D0046.tif" /></maths><maths id="math0047" num="(30)"><math display="block"><mi>E</mi><mfenced open="[" close="]"><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><mn>1</mn></math><img file="EP1500007B1_D0047.tif" /></maths><maths id="math0048" num="(31)"><math display="block"><mi>E</mi><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><mi>E</mi><mfenced open="[" close="]"><msqrt><msub><mi>P</mi><mi>j</mi></msub></msqrt><mo>⁢</mo><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msqrt><msub><mi>P</mi><mi>j</mi></msub></msqrt><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><msub><mi>P</mi><mi>j</mi></msub><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><msub><mi>P</mi><mi>j</mi></msub></math><img file="EP1500007B1_D0048.tif" /></maths><maths id="math0049" num="(32)"><math display="block"><mi>E</mi><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><msubsup><mi>P</mi><mi>j</mi><mn>2</mn></msubsup><mfenced><mi>t</mi></mfenced><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced></math><img file="EP1500007B1_D0049.tif" /></maths><maths id="math0050" num="(33)"><math display="block"><mi>E</mi><mfenced open="[" close="]"><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><mo>≠</mo><mn>0.</mn></math><img file="EP1500007B1_D0050.tif" /></maths>

0048<u>The third assumption (A3):</u> The set of source signals (processes) and set of noise processes are statistically independent. Assumption A3 is represented mathematically as follows. <maths id="math0051" num="(34)"><math display="block"><msub><mi>f</mi><mrow><msub><mi>r</mi><mn>1</mn></msub><mo>,</mo><msub><mi>r</mi><mn>2</mn></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mi>r</mi><mi>M</mi></msub><mo>,</mo><msub><mi>n</mi><mn>1</mn></msub><mo>,</mo><msub><mi>n</mi><mn>2</mn></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mi>n</mi><mi>N</mi></msub></mrow></msub><mfenced><msub><mi>r</mi><mn>1</mn></msub><msub><mi>r</mi><mn>2</mn></msub><mo>…</mo><msub><mi>r</mi><mi>M</mi></msub><msub><mi>n</mi><mn>1</mn></msub><msub><mi>n</mi><mn>2</mn></msub><mo>…</mo><msub><mi>n</mi><mi>N</mi></msub></mfenced><mo>=</mo><msub><mi>f</mi><mrow><msub><mi>n</mi><mn>1</mn></msub><mo>,</mo><msub><mi>n</mi><mn>2</mn></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mi>n</mi><mi>N</mi></msub></mrow></msub><mfenced><msub><mi>n</mi><mn>1</mn></msub><msub><mi>n</mi><mn>2</mn></msub><mo>…</mo><msub><mi>n</mi><mi>N</mi></msub></mfenced><mstyle displaystyle="true"><munderover><mo>∏</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>f</mi><msub><mi>r</mi><mi>j</mi></msub></msub><mfenced><msub><mi>r</mi><mi>j</mi></msub></mfenced></math><img file="EP1500007B1_D0051.tif" /></maths>

0049<u>The fourth assumption (A4):</u> The noise processes are stationary zero-mean Gaussian random processes. They are not assumed to be spatially or temporally independent. Assumption A3 is mathematically represented as follows. <maths id="math0052" num="(35)"><math display="block"><msub><mi>n</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced><mo>□</mo><mi>N</mi><mfenced><mn>0</mn><msubsup><mi>σ</mi><mi>i</mi><mn>2</mn></msubsup></mfenced></math><img file="EP1500007B1_D0052.tif" /></maths><maths id="math0053" num="(36)"><math display="block"><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced><mo>≡</mo><msup><mfenced open="[" close="]"><msub><mi>n</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced><mo>,</mo><msub><mi>n</mi><mn>2</mn></msub><mfenced><mi>t</mi></mfenced><mo>,</mo><mo>…</mo><mo>,</mo><msub><mi>n</mi><mi>N</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mi mathvariant="bold">T</mi></msup><mo>□</mo><mi>N</mi><mfenced><mn mathvariant="bold">0</mn><msub><mi mathvariant="bold">K</mi><mi>n</mi></msub></mfenced></math><img file="EP1500007B1_D0053.tif" /></maths><maths id="math0054" num="(37)"><math display="block"><msub><mi>f</mi><mrow><msub><mi>n</mi><mn>1</mn></msub><mo>,</mo><msub><mi>n</mi><mn>2</mn></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mi>n</mi><mi>N</mi></msub></mrow></msub><mfenced><msub><mi>n</mi><mn>1</mn></msub><msub><mi>n</mi><mn>2</mn></msub><mo>…</mo><msub><mi>n</mi><mi>N</mi></msub></mfenced><mo>=</mo><mfrac><mn>1</mn><mrow><msup><mfenced><mn>2</mn><mo>⁢</mo><mi>π</mi></mfenced><mrow><mn>1</mn><mo>/</mo><mn>2</mn></mrow></msup><mo>⁢</mo><msup><mfenced open="|" close="|"><mi>det</mi><mspace width="1em" /><msub><mi mathvariant="bold">K</mi><mi>n</mi></msub></mfenced><mrow><mn>1</mn><mo>/</mo><mn>2</mn></mrow></msup></mrow></mfrac><mo>⁢</mo><msup><mi mathvariant="normal">e</mi><mrow><mo mathvariant="normal">-</mo><msup><mi mathvariant="normal">n</mi><mi mathvariant="normal">T</mi></msup><mo>⁢</mo><msup><msub><mi mathvariant="bold">K</mi><mi>n</mi></msub><mrow><mo mathvariant="normal">-</mo><mn mathvariant="normal">1</mn></mrow></msup><mo>⁢</mo><mi mathvariant="normal">n</mi></mrow></msup></math><img file="EP1500007B1_D0054.tif" /></maths><u>The fifth assumption (A5):</u> The number of sources is less than or equal to the number of sensors, i.e. <i>M ≤ N.</i>

0050<figref idref="f0005">Figure 5</figref> is a functional block diagram of an apparatus for performing blind source separation (BSS) of <i>M</i> statistically independent narrowband source signals given a set of outputs from an array of sensors with a relatively small spatial expanse and with an arbitrary and unknown array geometry, in accordance with an embodiment of the present invention. The BSS technique as described herein determines a separation matrix <b>W</b> that will diagonalize the mixing matrix <b>V.</b> This involves finding a <i>N</i>x<i>M</i> separation matrix <b>W,</b> with complex elements <i>w_ij</i>, <maths id="math0055" num="(38)"><math display="block"><mi mathvariant="bold">W</mi><mo>=</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>w</mi><mn>11</mn></msub></mtd><mtd><mo>…</mo></mtd><mtd><msub><mi>w</mi><mrow><mn>1</mn><mo>⁢</mo><mi>M</mi></mrow></msub></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd><mtd><mo>⋱</mo></mtd><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mi>w</mi><mrow><mi mathvariant="italic">N</mi><mo>⁢</mo><mn>1</mn></mrow></msub></mtd><mtd><mo>⋯</mo></mtd><mtd><msub><mi>w</mi><mi mathvariant="italic">NM</mi></msub></mtd></mtr></mtable></mfenced></math><img file="EP1500007B1_D0055.tif" /></maths> that will diagonalize the mixing matrix, <b>V</b>. That is, a separation matrix <b>W</b> is desired such that the product <b>W^HV</b> results in a <i>M</i>x<i>M</i> diagonal "loss" matrix with elements ρ<i>_j</i>. <maths id="math0056" num="(39)"><math display="block"><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">V</mi><mo>=</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>ρ</mi><mn>1</mn></msub></mtd><mtd><mn>0</mn></mtd><mtd><mo>⋯</mo></mtd><mtd><mn>0</mn></mtd></mtr><mtr><mtd><mn>0</mn></mtd><mtd><msub><mi>ρ</mi><mn>2</mn></msub></mtd><mtd><mo>⋱</mo></mtd><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd><mtd><mo>⋱</mo></mtd><mtd><mo>⋱</mo></mtd><mtd><mn>0</mn></mtd></mtr><mtr><mtd><mn>0</mn></mtd><mtd><mo>⋯</mo></mtd><mtd><mn>0</mn></mtd><mtd><msub><mi>ρ</mi><mi>M</mi></msub></mtd></mtr></mtable></mfenced></math><img file="EP1500007B1_D0056.tif" /></maths>

0051When the separation matrix, <b>W</b>, is applied to the vector of sensor outputs, the result is <maths id="math0057" num="(40)"><math display="block"><mtable columnalign="left"><mtr><mtd><mi mathvariant="bold">y</mi><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>=</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">x</mi><mfenced><mi>t</mi></mfenced><mo>=</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mfenced open="{" close="}"><mi mathvariant="bold">Vr</mi><mfenced><mi>t</mi></mfenced><mo>+</mo><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">Vr</mi><mfenced><mi>t</mi></mfenced><mo>+</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>ρ</mi><mn>1</mn></msub></mtd><mtd><mn>0</mn></mtd><mtd><mo>⋯</mo></mtd><mtd><mn>0</mn></mtd></mtr><mtr><mtd><mn>0</mn></mtd><mtd><msub><mi>ρ</mi><mn>2</mn></msub></mtd><mtd><mo>⋱</mo></mtd><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd><mtd><mo>⋱</mo></mtd><mtd><mo>⋱</mo></mtd><mtd><mn>0</mn></mtd></mtr><mtr><mtd><mn>0</mn></mtd><mtd><mo>⋯</mo></mtd><mtd><mn>0</mn></mtd><mtd><msub><mi>ρ</mi><mi>M</mi></msub></mtd></mtr></mtable></mfenced><mo>⁢</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>r</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mi>r</mi><mi>M</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mfenced><mo>+</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>ρ</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>r</mi><mn>1</mn></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><msub><mi>ρ</mi><mi>M</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>M</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></mfenced><mo>+</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0057.tif" /></maths> and the source signals are separated. For mathematical completeness note that the vector <b><i>r</i></b>(<i>t</i>) ∈ <img file="EP1500007B1_D0058.tif" />^M, the vectors <b>x</b><i>(t),</i><b>n</b><i>(t)</i> ∈ <img file="EP1500007B1_D0059.tif" />^N, and the matrices <b>V</b>, <b>W</b> ∈ <img file="EP1500007B1_D0060.tif" />^NxM. If the loss matrix is the identity matrix, the separation process has captured all of the signal energy illuminating the array thus guaranteeing that the separated output signal has reached the maximum achievable signal to interference plus noise ratio.

0052As developed previously in the narrowband model, the output of each sensor is a weighted linear mixture of the independent source signals plus noise. <maths id="math0058" num="(41)"><math display="block"><msub><mi>x</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub></mstyle><msub><mi>r</mi><mi>l</mi></msub><mfenced><mi>t</mi></mfenced><mo>+</mo><msub><mi>n</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced></math><img file="EP1500007B1_D0061.tif" /></maths> Applying the separation matrix to the vector of sensor outputs separates the sources. <maths id="math0059" num="(42)"><math display="block"><mtable columnalign="left"><mtr><mtd><mi mathvariant="bold">y</mi><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>=</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">x</mi><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mfenced open="{" close="}"><mi mathvariant="bold">Vr</mi><mfenced><mi>t</mi></mfenced><mo>+</mo><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">Vr</mi><mfenced><mi>t</mi></mfenced><mo>+</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0062.tif" /></maths> The <i>j^th</i> element of the separation process output vector, <i>y_j</i>(<i>t</i>)<i>,</i> is an estimate of the <i>j^th</i> source <i>signal, r_j</i>(<i>t</i>) and is the inner product of the <i>j^th</i> column of the separation matrix and the vector of sensor outputs. <maths id="math0060" num="(43)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mi>y</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>=</mo><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><mi mathvariant="bold">x</mi><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>x</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0063.tif" /></maths>

0053Substituting equation (41) into equation (43) yields <maths id="math0061" num="(44)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mi>y</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mfenced open="{" close="}"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>l</mi></msub><mfenced><mi>t</mi></mfenced><mo>+</mo><msub><mi>n</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>l</mi></msub><mfenced><mi>t</mi></mfenced><mo>+</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>n</mi><mi mathvariant="italic">i</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>+</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mstyle displaystyle="true"><munderover><mo>∑</mo><mtable><mtr><mtd><mi>l</mi><mo>=</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>l</mi><mo>≠</mo><mi>j</mi></mtd></mtr></mtable><mi>M</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>l</mi></msub><mfenced><mi>t</mi></mfenced><mo>+</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>n</mi><mi mathvariant="italic">i</mi></msub><mfenced><mi>t</mi></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0064.tif" /></maths> where it is clear there are three distinct terms corresponding to the desired signal, the residual interference, and the output noise. Of particular interest in evaluating the performance of communications and signal intelligence systems is the second-order moment of each of these terms. The second-order moment of the first term is the desired signal output power and is defined as <maths id="math0062" num="(45)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mi>S</mi><mi>j</mi></msub></mtd><mtd><mo>≡</mo><mi>E</mi><mfenced open="[" close="]"><msup><mfenced open="|" close="|"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mstyle></mfenced><mn>2</mn></msup></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi>E</mi><mfenced open="[" close="]"><mfenced open="{" close="}"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mstyle></mfenced><mo>⁢</mo><msup><mfenced open="{" close="}"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msubsup><mi>w</mi><mi mathvariant="italic">kj</mi><mo>*</mo></msubsup><msub><mi>v</mi><mi mathvariant="italic">kj</mi></msub><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></mstyle></mfenced><mo>*</mo></msup></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mstyle displaystyle="true"><mo>=</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">kj</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>w</mi><mi mathvariant="italic">kj</mi></msub><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced></mstyle></mtd></mtr></mtable></math><img file="EP1500007B1_D0065.tif" /></maths> Applying assumptions A1 and A2, <maths id="math0063" num="(46)"><math display="block"><mi>E</mi><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><msub><mi>P</mi><mi>j</mi></msub></math><img file="EP1500007B1_D0066.tif" /></maths> and thus equation (45) becomes <maths id="math0064" num="(47)"><math display="block"><msub><mi>S</mi><mi>j</mi></msub><mo>=</mo><msub><mi>P</mi><mi>j</mi></msub><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">kj</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>w</mi><mi mathvariant="italic">kj</mi></msub></math><img file="EP1500007B1_D0067.tif" /></maths> which can be represented using vector notation as <maths id="math0065" num="(48)"><math display="block"><msub><mi>S</mi><mi>j</mi></msub><mo>=</mo><msub><mi mathvariant="bold-italic">P</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">w</mi><mi>j</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0068.tif" /></maths>

0054The second-order moment of the second term in (44) is the residual interference power and is given by <maths id="math0066" num="(49)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mi>I</mi><mi>j</mi></msub></mtd><mtd><mo>≡</mo><mi>E</mi><mfenced open="[" close="]"><msup><mfenced open="|" close="|"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><mstyle displaystyle="true"><munderover><mo>∑</mo><mtable><mtr><mtd><mi>l</mi><mo>=</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>l</mi><mo>≠</mo><mi>j</mi></mtd></mtr></mtable><mi>M</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub><msub><mi>r</mi><mi>l</mi></msub><mfenced><mi>t</mi></mfenced></mstyle></mfenced><mn>2</mn></msup></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi>E</mi><mfenced open="[" close="]"><mfenced open="{" close="}"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><mstyle displaystyle="true"><munderover><mo>∑</mo><mtable><mtr><mtd><mi>l</mi><mo>=</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>l</mi><mo>≠</mo><mi>j</mi></mtd></mtr></mtable><mi>M</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub><msub><mi>r</mi><mi>l</mi></msub><mfenced><mi>t</mi></mfenced></mstyle></mfenced><mo>⁢</mo><msup><mfenced open="{" close="}"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><mstyle displaystyle="true"><munderover><mo>∑</mo><mtable><mtr><mtd><mi>m</mi><mo>=</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>m</mi><mo>≠</mo><mi>j</mi></mtd></mtr></mtable><mi>M</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">kj</mi><mo>*</mo></msubsup><msub><mi>v</mi><mi mathvariant="italic">km</mi></msub><msub><mi>r</mi><mi>m</mi></msub><mfenced><mi>t</mi></mfenced></mstyle></mfenced><mo>*</mo></msup></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mstyle displaystyle="true"><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mtable><mtr><mtd><mi>l</mi><mo>=</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>l</mi><mo>≠</mo><mi>j</mi></mtd></mtr></mtable><mi>M</mi></munderover></mstyle><mstyle displaystyle="true"><munderover><mo>∑</mo><mtable><mtr><mtd><mi>m</mi><mo>=</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>m</mi><mo>≠</mo><mi>j</mi></mtd></mtr></mtable><mi>M</mi></munderover></mstyle><mi>E</mi><mfenced open="[" close="]"><msub><mi>r</mi><mi>l</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>m</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">km</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>w</mi><mi mathvariant="italic">kj</mi></msub></mstyle></mtd></mtr></mtable></math><img file="EP1500007B1_D0069.tif" /></maths>

0055However, by assumption A1 the signals are statistically independent and therefore <maths id="math0067" num="(50)"><math display="block"><mi>E</mi><mfenced open="[" close="]"><msub><mi>r</mi><mi>l</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>m</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><mn>0</mn><mo>,</mo><mspace width="1em" /><mi>for</mi><mspace width="1em" /><mi>m</mi><mo>≠</mo><mi>l</mi><mn>.</mn></math><img file="EP1500007B1_D0070.tif" /></maths>

0056Additionally, applying the stationarity of assumption A1 and assumption A2, <maths id="math0068" num="(51)"><math display="block"><mi>E</mi><mfenced open="[" close="]"><msub><mi>r</mi><mi>l</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>l</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><msub><mi>P</mi><mi>l</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0071.tif" /></maths>

0057Using (50) and substituting equation (51) into equation (49), the residual interference power reduces to <maths id="math0069" num="(52)"><math display="block"><msub><mi>I</mi><mi>j</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mtable><mtr><mtd><mi>l</mi><mo>=</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>l</mi><mo>≠</mo><mi>j</mi></mtd></mtr></mtable><mi>M</mi></munderover></mstyle><msub><mi>P</mi><mi>l</mi></msub><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="italic">v</mi><mi mathvariant="italic">kl</mi><mo mathvariant="italic">*</mo></msubsup><mo>⁢</mo><msub><mi mathvariant="italic">w</mi><mi mathvariant="italic">kj</mi></msub></math><img file="EP1500007B1_D0072.tif" /></maths> which can be represented using vector notation as <maths id="math0070" num="(53)"><math display="block"><msub><mi>I</mi><mi>j</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mtable><mtr><mtd><mi>l</mi><mo>=</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>l</mi><mo>≠</mo><mi>j</mi></mtd></mtr></mtable><mi>M</mi></munderover></mstyle><msub><mi>P</mi><mi>l</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>l</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>l</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">w</mi><mi>j</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0073.tif" /></maths>

0058The second-order moment of the third term in (44) is the output noise power and is given by <maths id="math0071" num="(54)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mi>N</mi><mi>j</mi></msub></mtd><mtd><mo>≡</mo><mi>E</mi><mfenced open="[" close="]"><msup><mfenced open="|" close="|"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><msub><mi>n</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced></mstyle></mfenced><mn>2</mn></msup></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi>E</mi><mfenced open="[" close="]"><mfenced open="{" close="}"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><msub><mi>n</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced></mstyle></mfenced><mo>⁢</mo><msup><mfenced open="{" close="}"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msubsup><mi>w</mi><mi mathvariant="italic">kj</mi><mo>*</mo></msubsup><msub><mi>n</mi><mi>k</mi></msub><mfenced><mi>t</mi></mfenced></mstyle></mfenced><mo>*</mo></msup></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mstyle displaystyle="true"><mo>=</mo><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover><msubsup><mi>w</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>n</mi><mi>i</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>k</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced><mo>⁢</mo><msub><mi>w</mi><mi mathvariant="italic">kj</mi></msub></mstyle></mtd></mtr></mtable></math><img file="EP1500007B1_D0074.tif" /></maths> which can be represented using vector notation as <maths id="math0072" num="(55)"><math display="block"><msub><mi>N</mi><mi>j</mi></msub><mo>=</mo><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">n</mi><mi mathvariant="bold">H</mi></msup><mfenced><mi>t</mi></mfenced></mfenced><mo>⁢</mo><msub><mi mathvariant="bold">w</mi><mi>j</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0075.tif" /></maths> By definition and assumption A4, the expectation of the outer product of the noise vector is the noise covariance matrix, <maths id="math0073" num="(56)"><math display="block"><mi>E</mi><mfenced open="[" close="]"><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">n</mi><mi mathvariant="bold">H</mi></msup><mfenced><mi>t</mi></mfenced></mfenced><mo>=</mo><msub><mi mathvariant="bold">K</mi><mi>n</mi></msub></math><img file="EP1500007B1_D0076.tif" /></maths> and thus the output noise power is <maths id="math0074" num="(57)"><math display="block"><msub><mi>N</mi><mi>j</mi></msub><mo>=</mo><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">K</mi><mi>n</mi></msub><mo>⁢</mo><msub><mi mathvariant="bold">w</mi><mi>j</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0077.tif" /></maths>

0059To evaluate the effectiveness of a blind source separation technique, a measure of the quality of the separation is utilized. As previously described, the blind source separation technique as described herein determines a separation matrix <b>W</b> that will diagonalize the mixing matrix <b>V</b>. Two measures to assess the quality of a blind source separation algorithm are developed herein. Performance of the BSS technique may be measured in terms of residual interference and in terms of the efficiency of the algorithm in "capturing" all available signal power illuminating the array of sensors.

0060One measure of the quality of separation is the amount of residual interference found in a signal output after the separation matrix has been applied. Specifically, the power of the residual interference relative to the desired signal in the estimate of the desired source averaged over all sources as well as the peak or maximum residual interference-to-signal ratio to assess the separation technique in terms of suppressing co-channel interference are proposed for use. This measure is of significance because, if the separation matrix does not perfectly diagonalize the mixing matrix, the off diagonal terms of the resultant matrix will permit residual interference in the signal outputs.

0061In most communications applications, the common measure of the amount of interference is the signal-to-interference ratio, which is the ratio of the desired signal power to the combined power of all interfering signals. However, as the goal of the blind source separation is to completely eliminate all interference, this ratio could become extremely large. As a result, the Interference-to-Signal ratio (ISR), which quantifies the residual power of the interference that a blind source separation algorithm or technique fails to suppress relative to a particular desired signal power, is proposed. The better an algorithm is the smaller this ratio will become.

0062The ISR of a particular desired signal is defined as <maths id="math0075" num="(58)"><math display="block"><msub><mi>ζ</mi><mi>j</mi></msub><mo>≡</mo><mfrac><msub><mi>I</mi><mi>j</mi></msub><msub><mi>S</mi><mi>j</mi></msub></mfrac><mn>.</mn></math><img file="EP1500007B1_D0078.tif" /></maths>

0063Substituting (53) and (48) into (58), the ISR for a particular signal is <maths id="math0076" num="(59)"><math display="block"><msub><mi>ζ</mi><mi>j</mi></msub><mo>=</mo><mfrac><mrow><mstyle displaystyle="true"><munderover><mo>∑</mo><mtable><mtr><mtd><mi>l</mi><mo>=</mo><mn>1</mn></mtd></mtr><mtr><mtd><mi>l</mi><mo>≠</mo><mi>j</mi></mtd></mtr></mtable><mi>M</mi></munderover></mstyle><msub><mi>P</mi><mi>l</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>l</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>l</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">w</mi><mi>j</mi></msub></mrow><mrow><msub><mi mathvariant="bold-italic">P</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">w</mi><mi mathvariant="bold-italic">j</mi></msub></mrow></mfrac><mn>.</mn></math><img file="EP1500007B1_D0079.tif" /></maths> This value is also known as the rejection rate.

0064The overall quality of separation of a blind source separation technique may be measured by looking at the mean value of the individual source signal ISR's, ξ<i>_j</i>, over all <i>j</i>. Thus the primary measure to be used to evaluate the performance of a blind source separation algorithm in terms of residual interference will be the average ISR given by <maths id="math0077" num="(60)"><math display="block"><msub><mi mathvariant="italic">ISR</mi><mi mathvariant="italic">avg</mi></msub><mo>≡</mo><mfrac><mn>1</mn><mi>M</mi></mfrac><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>ζ</mi><mi>j</mi></msub></mstyle></math><img file="EP1500007B1_D0080.tif" /></maths>

0065The secondary measure in terms of residual interference will be the peak or maximum ISR, which is defined as <maths id="math0078" num="(61)"><math display="block"><msub><mi mathvariant="italic">ISR</mi><mi>max</mi></msub><mo>≡</mo><munder><mi>max</mi><mi>j</mi></munder><mfenced open="[" close="]"><msub><mi>ζ</mi><mi>j</mi></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0081.tif" /></maths> This secondary measure ensures that all source signals are effectively separated with an ISR no worst than <i>ISR</i>_max.

0066A second measure of the quality of separation is utilized to determine the efficiency of the source separation matrix in terms of its ability to make use of the available signal power. A BSS technique is considered more efficient if the output signal-to- interference-plus-noise ratio is maximized, thus having greater sensitivity in terms of being able to capture smaller signals, than a BSS technique not maximizing the output signal-to- interference-plus-noise ratio.

0067The efficiency of a blind source separation algorithm in using all of a source's signal power illuminating the array of sensors is yet another important measure of its quality of separation. This measure determines how much of the available signal power from a particular source is wasted or lost in the separation process. This loss results in a lower signal-to-noise-plus-interference ratio then would otherwise be theoretically achievable and thus a loss in system sensitivity. The Separation Power Efficiency (SPE) for a particular separation process output relative to the desired source signal's available normalized power is defined as <maths id="math0079" num="(62)"><math display="block"><msub><mi>ξ</mi><mi>j</mi></msub><mo>≡</mo><mfrac><msub><mi>S</mi><mi>j</mi></msub><msub><mi>P</mi><mi>j</mi></msub></mfrac><mo>,</mo></math><img file="EP1500007B1_D0082.tif" /></maths> ζ_j is indicative of the separation power efficiency for the j^th source of the plurality of sources, S_j is indicative of a power of a separated signal from the j^th source, and P_j is indicative of a normalize power of a signal from the j^th source. Substituting equation (48) in for the separation process output power reveals that the particular SPE <maths id="math0080" num="(63)"><math display="block"><mtable><mtr><mtd><msub><mi>ξ</mi><mi>j</mi></msub></mtd><mtd><mo>=</mo><mfrac><mrow><msub><mi mathvariant="bold-italic">P</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">w</mi><mi>j</mi></msub></mrow><msub><mi>P</mi><mi>j</mi></msub></mfrac></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">w</mi><mi>j</mi></msub></mtd></mtr></mtable></math><img file="EP1500007B1_D0083.tif" /></maths> depends only on the steering vector for the <i>j^th</i> source and the <i>j^th</i> column of the separation matrix. As with ISR, both the average SPE and the minimum SPE, defined as <maths id="math0081" num="(64)"><math display="block"><msub><mi>ξ</mi><mi mathvariant="italic">avg</mi></msub><mo>≡</mo><mfrac><mn>1</mn><mi>M</mi></mfrac><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>ξ</mi><mi>j</mi></msub></mstyle></math><img file="EP1500007B1_D0084.tif" /></maths> and <maths id="math0082" num="(65)"><math display="block"><msub><mi>ξ</mi><mi>min</mi></msub><mo>≡</mo><munder><mi>min</mi><mi>j</mi></munder><mfenced open="[" close="]"><msub><mi>ξ</mi><mi>j</mi></msub></mfenced></math><img file="EP1500007B1_D0085.tif" /></maths> respectively, will be used to evaluate the separation power efficiency.

0068Note that by the definition of the illuminating source signal power, <i>P_j</i>, that the maximum value the SPE can achieve is one. Thus the maximum achievable average SPE is also one. A separation algorithm that achieves an SPE of one is guaranteed to have maximized the source signal power in the corresponding separation process output. The minimum SPE provides a measure of ensuring that all sources are successfully separated with a minimum separation power efficiency.

0069A BSS technique in accordance with an embodiment of the present invention utilizes cumulants, specifically spatial fourth order cumulant matrices. To better understand the use of cumulants in performing blind source separation, a cumulant definition and associated properties are provided below.

0070The joint cumulant, also known as a semi-invariant, of order <i>N</i> of the set of random variables {<i>s₁,s₂,....,s_N}</i> is defined as the <i>N^th</i> -order coefficient of the Taylor series expansion about the origin of the second characteristic function. See, for example, <nplcit id="ncit0025" npl-type="b"><text>C.L. Nikias and A.P. Petropulu, Higher=Order Spectra Analysis: A Non-Linear Signal Processing Framework. (PTR Prentire-Hall, Upper Saddle River, NJ: 1993</text></nplcit>) and <nplcit id="ncit0026" npl-type="b"><text>M. Rosenblatt, Stationary Sequences and Random Fields (Birkhauser, Boston, MA: 1985</text></nplcit>). The second characteristic function is defined as the natural logarithm of the characteristic function, <maths id="math0083" num="(66)"><math display="block"><msub><mi mathvariant="normal">Ψ</mi><mi>s</mi></msub><mfenced><msub><mi>ω</mi><mn>1</mn></msub><msub><mi>ω</mi><mn>2</mn></msub><mo>…</mo><msub><mi>ω</mi><mi>N</mi></msub></mfenced><mo>≡</mo><mi>ln</mi><mfenced open="[" close="]"><msub><mi mathvariant="normal">Φ</mi><mi>s</mi></msub><mfenced><msub><mi>ω</mi><mn>1</mn></msub><msub><mi>ω</mi><mn>2</mn></msub><mo>…</mo><msub><mi>ω</mi><mi>N</mi></msub></mfenced></mfenced></math><img file="EP1500007B1_D0086.tif" /></maths> where the characteristic function is defined as <maths id="math0084" num="(67)"><math display="block"><msub><mi mathvariant="normal">Φ</mi><mi>s</mi></msub><mfenced><msub><mi>ω</mi><mn>1</mn></msub><msub><mi>ω</mi><mn>2</mn></msub><mo>…</mo><msub><mi>ω</mi><mi>N</mi></msub></mfenced><mo>≡</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><msup><mi>e</mi><mrow><mi>j</mi><mo>⁢</mo><mfenced><msub><mi>ω</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>1</mn></msub><mo>+</mo><msub><mi>ω</mi><mn>2</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>2</mn></msub><mo>+</mo><mo>⋯</mo><mo>+</mo><msub><mi>ω</mi><mi>N</mi></msub><mo>⁢</mo><msub><mi>s</mi><mi>N</mi></msub></mfenced></mrow></msup></mfenced><mn>.</mn></math><img file="EP1500007B1_D0087.tif" /></maths> The joint <i>N^th</i> -order cumulant is then <maths id="math0085" num="(68)"><math display="block"><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><msub><mi>s</mi><mn>2</mn></msub><mo>…</mo><msub><mi>s</mi><mi>N</mi></msub></mfenced><mo>=</mo><msup><mfenced><mo>-</mo><mi>j</mi></mfenced><mi>N</mi></msup><mo>⁢</mo><msub><mrow><mfrac><mrow><msup><mo>∂</mo><mi>N</mi></msup><mo>⁢</mo><msub><mi mathvariant="normal">Ψ</mi><mi mathvariant="normal">s</mi></msub><mfenced><msub><mi>ω</mi><mn>1</mn></msub><msub><mi>ω</mi><mn>2</mn></msub><mo>…</mo><msub><mi>ω</mi><mi>N</mi></msub></mfenced></mrow><mrow><mo>∂</mo><msub><mi>ω</mi><mn>1</mn></msub><mo>∂</mo><msub><mi>ω</mi><mn>2</mn></msub><mo>⋯</mo><mo>∂</mo><msub><mi>ω</mi><mi>N</mi></msub></mrow></mfrac><mo>|</mo></mrow><mrow><msub><mi>ω</mi><mn>1</mn></msub><mo>=</mo><msub><mi>ω</mi><mn>2</mn></msub><mo>=</mo><mo>⋯</mo><mo>=</mo><msub><mi>ω</mi><mi>N</mi></msub><mo>=</mo><mn>0</mn></mrow></msub><mn>.</mn></math><img file="EP1500007B1_D0088.tif" /></maths> Cumulants, unlike moments, cannot be directly estimated from the data. See, for example, <nplcit id="ncit0027" npl-type="b"><text>A.K.Nandi, Blind Estimation Using Higher-Order Statistics (Kluwer Academic, Dordecht, The Netherlands: 1999</text></nplcit> . However, cumulants can be found through their relationship to moments and can thus be estimated indirectly by first estimating the required moments. The relationship of cumulants to moments is described in <nplcit id="ncit0028" npl-type="b"><text>M. Rosenblatt, Stationary Sequences and Random Fields (Birkhauser, Boston, MA: 1985</text></nplcit>) for the <i>N^th</i>-order joint cumulant of the set of random variables {<i>s₁,s₂,...,s_N</i>} as <maths id="math0086" num="(69)"><math display="block"><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><msub><mi>s</mi><mn>2</mn></msub><mo>…</mo><msub><mi>s</mi><mi>N</mi></msub></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>p</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msup><mfenced><mo>-</mo><mn>1</mn></mfenced><mrow><mi>p</mi><mo>-</mo><mn>1</mn></mrow></msup><mo>⁢</mo><mfenced><mi>p</mi><mo>-</mo><mn>1</mn></mfenced><mo>!</mo><mfenced open="{" close="}"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>n</mi><mo>=</mo><mn>1</mn></mrow><mrow><mi>N</mi><mfenced><mi>p</mi></mfenced></mrow></munderover></mstyle><mstyle displaystyle="true"><munderover><mo>∏</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>p</mi></munderover></mstyle><mi>E</mi><mfenced open="[" close="]"><mstyle displaystyle="true"><munder><mo>∏</mo><mrow><mi>i</mi><mo>∈</mo><msub><mi>g</mi><mrow><mi>l</mi><mo>,</mo><mi>p</mi><mo>,</mo><mi>n</mi></mrow></msub></mrow></munder></mstyle><msub><mi>s</mi><mi>l</mi></msub></mfenced></mfenced></math><img file="EP1500007B1_D0089.tif" /></maths> where there are <i>N(p)</i> ways of partitioning the set of integers {1,2,...,<i>N</i>} into <i>p</i> groups, each denoted as <i>g_l,p,n,</i> such that <maths id="math0087" num="(70)"><math display="block"><mtable columnalign="left"><mtr><mtd><mstyle displaystyle="true"><munderover><mo>∩</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>p</mi></munderover></mstyle><msub><mi>g</mi><mrow><mi>l</mi><mo>,</mo><mi>p</mi><mo>,</mo><mi>n</mi></mrow></msub><mo>=</mo><mfenced open="{" close="}"><mi>Ø</mi></mfenced></mtd></mtr><mtr><mtd><munderover><mtable><mtr><mtd><mo>∪</mo></mtd></mtr></mtable><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>p</mi></munderover><msub><mi>g</mi><mrow><mi>l</mi><mo>,</mo><mi>p</mi><mo>,</mo><mi>n</mi></mrow></msub><mo>=</mo><mfenced open="{" close="}"><mn>1</mn><mn>2</mn><mo>…</mo><mi>N</mi></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0090.tif" /></maths>

0071As an example, for the case <i>N</i> = 4 , the partitioning is defined on the set of integers {1,2,3,4} and is given in Table 1.0 below. <tables id="tabl0001" num="0001"><table frame="all"><title><b>Table 1.0: All Possible Partitions for N = 4</b></title><tgroup cols="3"><colspec colnum="1" colname="col1" colwidth="17mm" /><colspec colnum="2" colname="col2" colwidth="17mm" /><colspec colnum="3" colname="col3" colwidth="102mm" /><thead><row><entry valign="top"><i>p</i></entry><entry valign="top"><i>N(p)</i></entry><entry valign="top">g_{<i>l</i>=1:<i>p,p,n</i>=1:<i>N</i>(<i>p</i>)}</entry></row></thead><tbody><row><entry>1</entry><entry>1</entry><entry>{1,2,3,4}</entry></row><row><entry>2</entry><entry>7</entry><entry>{1}{2,3,4};{2}{1,3,4};{3}{1,2,4};{4}{1,2,3}; {1,2}{3,4};{1,3}{2,4};{1,4}{2,3}</entry></row><row><entry>3</entry><entry>6</entry><entry>{1}{2}{3,4};{1}{3}{2,4};{1}{4}{2,3}; {2}{3}{1,4};{2}{4}{1,3};{3}{4}{1,2}</entry></row><row><entry>4</entry><entry>1</entry><entry>{1}{2}{3}{4}</entry></row></tbody></tgroup></table></tables>

0072The 4^th-order joint cumulant as a function of the moments is then <maths id="math0088" num="(71)"><math display="block"><mtable columnalign="left"><mtr><mtd><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><msub><mi>s</mi><mn>2</mn></msub><msub><mi>s</mi><mn>3</mn></msub><msub><mi>s</mi><mn>4</mn></msub></mfenced></mtd><mtd><mo>=</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>2</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>3</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>-</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>2</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>3</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>-</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>3</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>4</mn></msub></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>-</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>3</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>2</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>-</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>2</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>3</mn></msub></mfenced><mo>-</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>3</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>4</mn></msub></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>-</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>3</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>2</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>-</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>2</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>3</mn></msub></mfenced><mo>+</mo><mn>2</mn><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>3</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>4</mn></msub></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>+</mo><mn>2</mn><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>3</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>+</mo><mn>2</mn><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>3</mn></msub></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>+</mo><mn>2</mn><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>2</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>3</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>+</mo><mn>2</mn><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>2</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>3</mn></msub></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>+</mo><mn>2</mn><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>3</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>4</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>2</mn></msub></mfenced><mo>-</mo><mn>6</mn><mo>⁢</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>3</mn></msub></mfenced><mo>⋅</mo><mi>E</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>4</mn></msub></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0091.tif" /></maths> Note that equation (71) shows that computation of the N^th-order joint cumulant requires knowledge of all moments up to order <i>N</i>.

0073Cumulants possess several properties that make them attractive for use in the blind separation of a linear mixture of unknown statistically independent signals in spatially and/or temporally correlated Gaussian noise, especially at a low signal-to-noise ratio.

0074One property that makes cumulants attractive for use in blind source separation is that if the set of random variables {<i>s</i>₁, <i>s</i>₂,..., <i>s_N</i>} can be divided in to two or more groups that are statistically independent, then their <i>N^th</i>-order joint cumulant is zero. Thus, the cumulant operator in the blind separation of statistically independent sources will suppress all cross-source signal cumulant terms. In general, this is not the case for higher-order moments. Another property that makes cumulants attractive for use in BSS is that the <i>Cum</i>[<i>s₁</i> + <i>n₁,s₂</i> +<i>n₂,...,s_N</i>+<i>n_N</i>] = Cum [<i>s₁,s₂,...,s_N</i>]+ <i>Cum</i> [<i>n₁,n₂,..., n_N</i>]. Because in general the set of signal terms {<i>s₁,s₂,...,s_N</i>} and the set of noise terms {<i>n₁,n₂,...,n_N</i>} are statistically independent from each other, the <i>N^th</i>-order joint cumulant of the terms of their vector sum, {<i>s</i>₁ + <i>n₁,s₂ + n₂,...,s_N</i> + <i>n_N</i>}, is the sum of their individual joint cumulants. Therefore, the cross cumulants between the noise terms and signal terms will be zero. This property is important in guaranteeing that the spatial fourth-order cumulant matrix can be decomposed into the sum of two matrices, one corresponding to the signals and the other corresponding to noise vector.

0075Yet another property that makes cumulants attractive for use in BSS is that the joint cumulant of order N>2 of a Gaussian random variable is zero. Because the noise vector is a multi-variate Gaussian random process, <b>n</b> =┌<i>n₁,n₂ ,..., n_N</i>┐^T<i>∼ N</i>(<i>u_n,</i><b>K</b><i>_n</i>), its joint cumulant of order three or higher will be zero. That is <i>Cum</i> [<i>n₁, n₂,..., n_N</i>] <i>=</i> 0<i>.</i> This last property results in the spatial fourth-order cumulant matrix not having a noise subspace and the only non-zero elements of the matrix are associated with and only with the source signals. This is true even if the noise vector is spatially or temporally correlated.

0076Finally, cumulants of order higher than two preserve phase information that is lost by the use of second-order statistics, such as correlation. For example, auto-correlation destroys the information necessary to distinguish between minimum phase and non-minimum phase signals. Thus, two signals may have identical second-order statistics yet have different higher-order statistics. This property is of particular interest in handling signals with identical auto-correlation functions and adds additional degrees of freedom for finding a set of time lags where a group of source signals will have different higher-order cumulants. This property is particularly advantageous to a BSS technique in accordance with the present invention because a condition of identifiability of this BSS technique is that all signals have a unique normalized fourth-order auto-cumulant. Note that the fourth-order cumulant is used because odd order cumulants of a process with a symmetric distribution will be zero.

0077Four properties of cumulants utilized in the BSS technique in accordance with the present invention are described below. Proofs of these cumulant properties may be found in <nplcit id="ncit0029" npl-type="b"><text>C.L. Nikias and A.P. Petropulu, Higher-Order Spectra Analysis: A Non-Linear Signal Processing Framework. (PTR Prentice-Hall, Upper Saddle River, NJ: 1993</text></nplcit>) and <nplcit id="ncit0030" npl-type="b"><text>M. Rosenblatt, Stationary Sequences and Random Fields (Birkhauser, Boston, MA: 1985</text></nplcit>).

Cumulant Property 1:

0078The <i>N^th</i> order joint cumulant of the set of random variables {<i>a₁s₁, a₂s₂,..., a_Ns_N</i>} is <maths id="math0089"><math display="inline"><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>a</mi><mn>1</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>1</mn></msub><mo>,</mo><msub><mi>a</mi><mn>2</mn></msub><mo>⁢</mo><msub><mi>s</mi><mn>2</mn></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mi>a</mi><mi>N</mi></msub><mo>⁢</mo><msub><mi>s</mi><mi>N</mi></msub></mfenced><mo>=</mo><mfenced open="{" close="}"><mstyle displaystyle="true"><munderover><mo>∏</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msub><mi>a</mi><mi>i</mi></msub></mfenced><mo>⁢</mo><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><msub><mi>s</mi><mn>2</mn></msub><mo>…</mo><msub><mi>s</mi><mi>N</mi></msub></mfenced></math><img file="EP1500007B1_D0092.tif" /></maths>where {<i>a₁,a₂,...,a_N</i>} <i>are</i> constants.

Cumulant Property 2:

0079If the set of random variables {<i>s₁,s₂,...,s_N</i>} can be divided in to two or more groups that are statistically independent, then their <i>N^th</i>-order joint cumulant is zero.

Cumulant Property 3:

0080If the sets of random variables {<i>s</i>₁,<i>s</i>₂,...,<i>s_N</i>} and {<i>n</i>₁<i>,n₂</i>,...,<i>n_N</i>} are statistically independent, i.e. <i>f_s,n</i> (<i>s₁,s₂,...,s_N,n₁,n₂,..,n_N) = f_s</i> (<i>s₁,s₂,...,s_N)·f_n (n₁,n₂,...,n_N</i>)<i>,</i> then the <i>N^th</i>-order joint cumulant of the pair-wise sum is <maths id="math0090"><math display="block"><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><mo>+</mo><msub><mi>n</mi><mn>1</mn></msub><mo>,</mo><msub><mi>s</mi><mn>2</mn></msub><mo>+</mo><msub><mi>n</mi><mn>2</mn></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mi>s</mi><mi>N</mi></msub><mo>+</mo><msub><mi>n</mi><mi>N</mi></msub></mfenced><mo>=</mo><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>s</mi><mn>1</mn></msub><msub><mi>s</mi><mn>2</mn></msub><mo>…</mo><msub><mi>s</mi><mi>N</mi></msub></mfenced><mo>+</mo><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>n</mi><mn>1</mn></msub><msub><mi>n</mi><mn>2</mn></msub><mo>…</mo><msub><mi>n</mi><mi>N</mi></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0093.tif" /></maths>

Cumulant Property 4:

0081If the set of random variables {<i>n_1,n₂,...,n_N</i>} are jointly Gaussian, then the joint cumulants of order <i>N</i> > 2 are identically zero. That is, if <maths id="math0091"><math display="block"><mi mathvariant="bold">n</mi><mo>=</mo><msup><mfenced open="[" close="]"><msub><mi>n</mi><mn>1</mn></msub><msub><mi>n</mi><mn>2</mn></msub><mo>…</mo><msub><mi>n</mi><mi>N</mi></msub></mfenced><mi mathvariant="bold">T</mi></msup><mo>□</mo><mi>N</mi><mfenced><msub><mi mathvariant="bold">μ</mi><mi>n</mi></msub><mo>⁢</mo><msub><mi mathvariant="bold">K</mi><mi>n</mi></msub></mfenced><mo>,</mo><mi>then</mi><mspace width="1em" /><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>n</mi><mn>1</mn></msub><msub><mi>n</mi><mn>2</mn></msub><mo>…</mo><msub><mi>n</mi><mi>N</mi></msub></mfenced><mo>=</mo><mn>0.</mn></math><img file="EP1500007B1_D0094.tif" /></maths>

0082A BSS technique in accordance with the present invention utilizes a fourth order spatial cumulant matrix. Three definitions of the spatial fourth-order cumulant matrix and associated properties are provided below.

0083The spatial fourth-order cumulant matrix is used as a basis for estimating a separation matrix at low signal-to-noise ratios and in the presence of spatially and temporally correlated noise since it theoretically has no noise subspace, even if the noise is correlated. This eliminates the need to use either degrees of freedom and/or secondary sensor data to estimate the noise subspace, which must be removed in order for the matrix-pencil to be formed. As described below, the absence of the noise subspace is a direct result of using a higher-order cumulant, i.e. order > 2, and is particularly advantageous to a blind source separation technique in accordance with the present invention.

0084The three spatial fourth-order cumulant matrix definitions and their properties are presented herein with consideration of the fact that the sensors are in reality never omni-directional, never have identical manifolds, and that different sets of time lags are needed to estimate a pair of spatial fourth-order cumulant matrices to form the matrix-pencil. These considerations are a clear distinction from previous treatments of the spatial fourth-order cumulant matrix. See, for example, <nplcit id="ncit0031" npl-type="b"><text>H.H. Chiang and C.L. Nikias, "The ESPRIT Algorithm with Higher-Order Statistics," Proc. Workshop on Higher-Order Spectral Analysis, Vail, CO.,Jun. 1989, pp. 163-168</text></nplcit>, <nplcit id="ncit0032" npl-type="b"><text>C.L. Nikias, C.L. Nikias and A.P. Petropulu, Higher-Order Spectra Analysis: A Non-Linear Signal Processing Framework (PTR Prentice-Hall, Upper Saddle River, NJ: 1993</text></nplcit>), <nplcit id="ncit0033" npl-type="s"><text>M.C. Dogan and J.M. Mendel, "Applications of Cumulants to Array Processing - Part I: Aperture Extension and Array Calibration," IEEE Trans. Signal Processing, Vol. 43, No. 5, May 1995, pp. 1200-1216</text></nplcit>, and <nplcit id="ncit0034" npl-type="s"><text>N. Yuen and B. Friedlander, "Asymptotic Performance Analysis of ESPRIT, Higher-order ESPRIT, and Virtual ESPRIT Algorithms," IEEE Trans. Signal Processing, Vol. 44, No. 10, Oct. 1996, pp. 2537-2550</text></nplcit>. Understanding the properties of the spatial fourth-order cumulant matrix such as its rank, null spaces, etc., and its relationship to the mixing matrix are beneficial to developing a signal subspace blind separation technique using fourth-order cumulants and a matrix-pencil in accordance with the present invention.

0085A brief review of the spatial correlation matrix and its properties are provided below to aid in understand its use in a BSS technique in accordance with the present invention. The spatial correlation matrix of the sensor array output is defined in <nplcit id="ncit0035" npl-type="b"><text>D.H. Johnson and D.E. Dudgeon, Array Signal Processing: Concepts and Techniques. (PTR Prentice-Hall, Englewood Cliffs, NJ: 1993</text></nplcit>) <maths id="math0092" num="(72)"><math display="block"><msub><mi mathvariant="bold">R</mi><mi mathvariant="bold">x</mi></msub><mfenced><mi>τ</mi></mfenced><mo>=</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><mi mathvariant="bold">x</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">x</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi>τ</mi></mfenced></mfenced></math><img file="EP1500007B1_D0095.tif" /></maths>

0086Substituting (25) for x(<i>t</i>) in to equation (72) and applying assumptions A1 and A3, the spatial correlation matrix becomes <maths id="math0093" num="(73)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mi mathvariant="bold">R</mi><mi mathvariant="bold">x</mi></msub><mfenced><mi>τ</mi></mfenced></mtd><mtd><mo>=</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><mfenced open="{" close="}"><mi mathvariant="bold">Vr</mi><mfenced><mi>t</mi></mfenced><mo>+</mo><mi mathvariant="bold">n</mi><mfenced><mi mathvariant="italic">t</mi></mfenced></mfenced><mo>⁢</mo><msup><mfenced open="{" close="}"><mi mathvariant="bold">Vr</mi><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi mathvariant="italic">τ</mi></mfenced><mo>+</mo><mi mathvariant="bold">n</mi><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi mathvariant="italic">τ</mi></mfenced></mfenced><mi mathvariant="bold">H</mi></msup></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><mi mathvariant="bold">Vr</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">r</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi mathvariant="italic">τ</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></mfenced><mo>+</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><mi mathvariant="bold">Vr</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">n</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi mathvariant="italic">τ</mi></mfenced></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>+</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">r</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi>τ</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></mfenced><mo>+</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">n</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi>τ</mi></mfenced></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi mathvariant="bold">V</mi><mo>⁢</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><mi mathvariant="bold">r</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">r</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi mathvariant="italic">τ</mi></mfenced></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup><mo>+</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><mi mathvariant="bold">n</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">n</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi>τ</mi></mfenced></mfenced></mtd></mtr><mtr><mtd><mspace width="2em" /></mtd><mtd><msub><mrow><mo>=</mo><mi mathvariant="bold">VR</mi></mrow><mi mathvariant="italic">r</mi></msub><mfenced><mi mathvariant="italic">τ</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup><mo mathvariant="bold">+</mo><msub><mi mathvariant="bold">R</mi><mi mathvariant="bold">n</mi></msub><mfenced><mi mathvariant="italic">τ</mi></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0096.tif" /></maths> which has elements <maths id="math0094" num="(74)"><math display="block"><msub><mfenced open="[" close="]"><msub><mi mathvariant="bold">R</mi><mi mathvariant="bold">x</mi></msub><mfenced><mi>τ</mi></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">cj</mi><mo>*</mo></msubsup><mo>⁢</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi>τ</mi></mfenced></mfenced><mo>+</mo><mi>E</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>n</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>c</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><mi>τ</mi></mfenced></mfenced></math><img file="EP1500007B1_D0097.tif" /></maths> where the subscript <i>rc</i> indicates the element is in the <i>r^th</i> row and <i>c^th</i> column. Since the signal and noise processes are assumed to be zero mean, assumptions A2 and A4, the <i>spatial correlation matrix</i> defined in equation (72) is equivalent to the <i>spatial covariance matrix,</i> and thus the terms are used interchangeably.

0087In general, most second-order techniques make use of the spatial correlation or covariance matrix only at a delay lag of zero, {τ = 0}. In such a case the spatial correlation matrix is Hermitian and non-negative definite. See for example <nplcit id="ncit0036" npl-type="b"><text>D.H. Johnson and D.E. Dudgeon, Array Signal Processing: Concepts and Techniques. (PTR Prentice-Hall, Englewood Cliffs, NJ: 1993</text></nplcit>), <nplcit id="ncit0037" npl-type="b"><text>C.L. Nikias and A.P.Petropulu, Higher-Order Spectra Analysis: A Non-Linear Signal Processing Framework. (PTR Prentice-Hall, Upper Saddle River, NJ: 1993</text></nplcit>), and <nplcit id="ncit0038" npl-type="b"><text>A. Papoulis, Probability, Random Variables, and Stochastic Processes. (WCB/McGraw-Hill, Boston, MA: 1991</text></nplcit>), for example. Further, if the sensor outputs are linearly independent, that is <i>E</i>[{a^Tx(<i>t</i>)}{a^Tx(<i>t</i>)}^*] > 0 for any a = <u>[</u><i>a₁,a₂,... ,a_N</i>]^T ≠0 , then the spatial correlation matrix is positive definite. As a consequence of the spatial correlation matrix being non-negative definite for τ =0, its determinant will be real and non-negative, and will be strictly positive if and only if the sensor outputs are linearly independent. However, if τ ≠ 0 then the spatial covariance matrix is indefinite and non-Hermitian.

Spatial Fourth-Order Cumulant Matrix Definition 1

0088The first definition of a spatial fourth-order cumulant matrix presented takes advantage of the steering vectors having a norm of one. This is stated mathematically in equation (26). As will be shown, this is utilized to factor the spatial fourth-order cumulant matrix into Hermitian form when the sensors are not omni-directional with identical manifolds. The first spatial fourth-order cumulant matrix is defined at the set of time lags (τ₁,τ₂,τ₃) as <maths id="math0095" num="(75)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msubsup><mi>x</mi><mi>i</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>x</mi><mi>i</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><mi mathvariant="bold">x</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">x</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0098.tif" /></maths> and is referred to as <i>spatial fourth-order cumulant matrix 1.</i>

0089The spatial fourth-order cumulant matrix 1 as defined in (75) is in general a complex <i>NxN</i> matrix with the element in the <i>r^th</i> row and <i>c^th</i> column given by <maths id="math0096" num="(76)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msubsup><mi>x</mi><mi>i</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>x</mi><mi>i</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msub><mi>x</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>x</mi><mi>c</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0099.tif" /></maths> where { }^* denotes complex conjugation. Substituting equation (24) into (76), element <i>rc</i> becomes <maths id="math0097" num="(77)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>+</mo><msub><mi>n</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>⁢</mo><msup><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">cm</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>m</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>+</mo><msub><mi>n</mi><mi>c</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>*</mo></msup><mo>⁢</mo><msup><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">ik</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>k</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>+</mo><msub><mi>n</mi><mi>i</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced></mfenced><mo>*</mo></msup><mo>⁢</mo><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>l</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>+</mo><msub><mi>n</mi><mi>i</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced></mfenced></mfenced></math><img file="EP1500007B1_D0100.tif" /></maths> Then, by Cumulant Property 3 and assumption A3, (77) becomes <maths id="math0098" num="(78)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">ik</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">k</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>l</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">cm</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi>m</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>+</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>n</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>i</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>n</mi><mi>i</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>c</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0101.tif" /></maths> where the terms have been re-ordered. However, by assumption A4 and Cumulant Property 4, <maths id="math0099" num="(79)"><math display="block"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>n</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>i</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>n</mi><mi>i</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>c</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mn>0</mn></math><img file="EP1500007B1_D0102.tif" /></maths> and thus (78) becomes <maths id="math0100" num="(80)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">ik</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">k</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">il</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>l</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">cm</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi>m</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0103.tif" /></maths> Then, by the source signals statistical independence of assumption A1 and repeatedly applying Cumulant Property 3, equation (80) reduces to <maths id="math0101" num="(81)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">cj</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><msup><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>*</mo></msup></mfenced><mn>.</mn></math><img file="EP1500007B1_D0104.tif" /></maths>

0090Using Cumulant Property 1, the complex weights may then be pulled out in front of the cumulant operator in equation (81) to give <maths id="math0102" num="(82)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">cj</mi><mo>*</mo></msubsup></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0105.tif" /></maths>

0091Reordering the summation yields <maths id="math0103" num="(83)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">cj</mi><mo>*</mo></msubsup><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mo>⁢</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0106.tif" /></maths>

0092However, since the steering vectors have a norm of 1, that is <maths id="math0104"><math display="inline"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">ij</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>α</mi><mi mathvariant="italic">ij</mi><mn>2</mn></msubsup><mo>=</mo><mn>1</mn><mo>,</mo></math><img file="EP1500007B1_D0107.tif" /></maths> equation (83) reduces <maths id="math0105" num="(84)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">cj</mi><mo>*</mo></msubsup><mo>⁢</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">j</mi><mo>*</mo></msubsup><mo>⁢</mo><msup><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mspace width="1em" /></msup></mfenced><mn>.</mn></math><img file="EP1500007B1_D0108.tif" /></maths>

0093From (84) it can be seen that spatial fourth-order cumulant matrix 1 can be factored into Hermitian form, as was the case for spatial correlation matrix, <maths id="math0106" num="(85)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>=</mo><mi mathvariant="bold">V</mi><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></math><img file="EP1500007B1_D0109.tif" /></maths> where <maths id="math0107"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0110.tif" /></maths>is a <i>MxM</i> diagonal matrix with elements, <maths id="math0108" num="(86)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">jj</mi></msub></mtd><mtd><mo>=</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>≡</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd></mtr></mtable><mn>.</mn></math><img file="EP1500007B1_D0111.tif" /></maths>

0094Expanding equation (85) it is found that spatial fourth-order cumulant matrix 1 can be written as a sum of the steering vector outer products scaled by the individual source signal's fourth-order cumulant. <maths id="math0109" num="(87)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>,</mo></math><img file="EP1500007B1_D0112.tif" /></maths><maths id="math0110"><math display="inline"><msubsup><mi>C</mi><mi>x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0113.tif" /></maths> is the spatial fourth order cumulant matrix having a first time lag, τ₁, a second time lag, τ₂, and a third time lag, τ₃, each time lag being indicative of a time delay from one of the plurality of sources to one of the plurality of elements; M is indicative of a number of sources in the plurality of sources; <maths id="math0111"><math display="inline"><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0114.tif" /></maths>is a fourth order cumulant of a j^th source signal from one of the plurality of sources having delay lags τ₁, τ₂, and τ₃; and <maths id="math0112"><math display="inline"><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup></math><img file="EP1500007B1_D0115.tif" /></maths> is indicative of an outer product of a j^th steering vector. From equation (87) it is clear that spatial fourth-order cumulant matrix 1 lies in the signal subspace spanned by the set of steering vectors. Note that the spatial fourth-order cumulant matrix does not have the noise subspace that is present in the spatial correlation matrix. What was the noise subspace in the spatial covariance matrix is now the nullspace of the spatial fourth-order cumulant matrix. This property will be shown to be true for the other spatial fourth-order cumulant matrix definitions presented.

Spatial Fourth-Order Cumulant Matrix 1 Properties

0095Spatial fourth-order cumulant matrix 1, <maths id="math0113"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0116.tif" /></maths>has several properties, an understanding of which will facilitate the development of a method for estimating a separation matrix <b>W.</b> Establishing the spatial fourth-order cumulant matrix 1's matrix properties is a first step to the use of the generalized eigen decomposition of the matrix-pencil formed by a pair of spatial fourth-order cumulant matrix 1's at two sets of time lags. Such things as its rank and its subspaces relationships to the mixing matrix's subspaces are advantageous in developing a signal subspace separation algorithm. Particular attention is paid to the fact the individual sensors are not assumed to be omni-directional with identical directivity for each impinging source signal wavefield. <ul id="ul0002" list-style="none"><li><u>Property 1:</u> Spatial fourth-order cumulant matrix 1 is Hermitian if and only if τ₁ = τ₂ =τ and τ₃ = 0 , i.e. <maths id="math0114"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mi>τ</mi><mi>τ</mi><mn>0</mn></mfenced><mn>.</mn></math><img file="EP1500007B1_D0117.tif" /></maths></li><li><u>Property 2:</u> The trace of spatial fourth-order cumulant matrix 1 equals the sum of the signal fourth-order cumulants, which is the trace of the diagonal matrix <maths id="math0115"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0118.tif" /></maths><maths id="math0116" num="(88)"><math display="block"><mtable><mtr><mtd><mi mathvariant="italic">tr</mi><mfenced><mtable><mtr><mtd><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd></mtr></mtable></mfenced></mtd><mtd><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi mathvariant="italic">tr</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="normal">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0119.tif" /></maths></li><li><u>Property 3:</u> The column space of spatial fourth-order cumulant matrix 1, denoted as <maths id="math0117"><math display="inline"><mi mathvariant="bold-italic">C</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>,</mo></math><img file="EP1500007B1_D0120.tif" /></maths> is spanned by the set of steering vectors. <maths id="math0118" num="(89)"><math display="block"><mi mathvariant="italic">sp</mi><mfenced><mi mathvariant="bold-italic">C</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mfenced><mo>=</mo><mfenced open="{" close="}"><msub><mi mathvariant="bold">v</mi><mn>1</mn></msub><msub><mi mathvariant="bold">v</mi><mn>2</mn></msub><mo>…</mo><msub><mi mathvariant="bold">v</mi><mi>M</mi></msub></mfenced></math><img file="EP1500007B1_D0121.tif" /></maths> Further, if the mixing matrix has full column rank, then the set of steering vectors are linearly independent and they form a basis for the column space of spatial fourth-order cumulant matrix 1.</li><li><u>Property 4:</u> If <b>V</b> has full column rank, then the rank of spatial fourth-order cumulant matrix 1 equals the rank of the mixing matrix. That is <maths id="math0119" num="(90)"><math display="block"><mi>ρ</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mi>ρ</mi><mfenced><mi mathvariant="bold">V</mi></mfenced></math><img file="EP1500007B1_D0122.tif" /></maths> if ρ(<b>V</b>)=<i>M</i>, where ρ( ) denotes rank.</li><li><u>Property 5:</u> The "right" nullspace of spatial fourth-order cumulant matrix 1 and the "left" nullspace of the mixing matrix are equal if the mixing matrix has full column rank. <maths id="math0120" num="(91)"><math display="block"><msub><mi>N</mi><mi>r</mi></msub><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><msub><mi>N</mi><mi>l</mi></msub><mfenced><mi mathvariant="bold">V</mi></mfenced></math><img file="EP1500007B1_D0123.tif" /></maths></li></ul>

Spatial Fourth-Order Cumulant Matrix Definition 2

0096The second definition for a spatial fourth fourth-order cumulant matrix is one modified from the definition described in <nplcit id="ncit0039" npl-type="b"><text>H.H. Chiang and C.L. Nikias, "The ESPRIT Algorithm with Higher-Order Statistics," Proc. Workshop on Higher-Order Spectral Analysis, Vail, CO., Jun. 1989, pp. 163-168</text></nplcit> and <nplcit id="ncit0040" npl-type="b"><text>C.L. Nikias and A.P. Petropulu, Higher-Order Spectra Analysis: A Non-Linear Signal Processing Framework. (PTR Prentice-Hall, Upper Saddle River, NJ: 1993</text></nplcit>). These definitions are used and the set of time lags (τ₁,τ₂,τ₃) are incorporated to obtain <i>spatial fourth-order cumulant matrix 2.</i><maths id="math0121" num="(92)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>≡</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mfenced open="{" close="}"><mi mathvariant="bold">x</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><mi mathvariant="bold">x</mi><mo>*</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><mi mathvariant="bold">x</mi><mo>*</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">x</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0124.tif" /></maths>

0097Spatial fourth-order cumulant matrix 2 is <i>a NxN</i> matrix with the element in the <i>r^th</i> row and <i>c^th</i> column <maths id="math0122" num="(93)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>x</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>x</mi><mi>r</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>x</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>x</mi><mi>c</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0125.tif" /></maths> Substituting equation (24) for <i>x_i</i>(<i>t</i>) in equation (93), element <i>rc</i> becomes <maths id="math0123" num="(94)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>+</mo><msub><mi>n</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>⁢</mo><msup><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rk</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>k</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>+</mo><msub><mi>n</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced></mfenced><mo>*</mo></msup><mo>⋅</mo><msup><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rl</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>l</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>+</mo><msub><mi>n</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced></mfenced><mspace width="1em" /></msup><mo>⁢</mo><msup><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">cm</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>m</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>+</mo><msub><mi>n</mi><mi>c</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>*</mo></msup></mfenced></math><img file="EP1500007B1_D0126.tif" /></maths> Following the simplification of spatial fourth-order cumulant matrix 1, Cumulant Property 3 and assumption A3 are applied to reduce equation (94). <maths id="math0124" num="(95)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">rk</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">k</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rl</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>l</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">cm</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi>m</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>+</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>n</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>r</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>n</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>c</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0127.tif" /></maths> However, by assumption A4 and Cumulant Property 4, <maths id="math0125" num="(96)"><math display="block"><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>n</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>r</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>n</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>c</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mn>0</mn></math><img file="EP1500007B1_D0128.tif" /></maths> and thus (95) reduces to <maths id="math0126" num="(97)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">rk</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">k</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rl</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>l</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">cm</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">m</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0129.tif" /></maths>

0098Then, by the statistical independence of the source signals of assumption A1 and repeatedly applying Cumulant Property 3, equation (97) reduces to <maths id="math0127" num="(98)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">rj</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">cj</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">j</mi><mo>*</mo></msubsup><mo>⁢</mo><msup><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>*</mo></msup></mfenced><mn>.</mn></math><img file="EP1500007B1_D0130.tif" /></maths> Using Cumulant Property 1, the complex weights may then be pulled out in front of the cumulant operator in equation (98) to give <maths id="math0128" num="(99)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">rj</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">cj</mi><mo>*</mo></msubsup></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0131.tif" /></maths> However, <maths id="math0129"><math display="inline"><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">rj</mi><mo>*</mo></msubsup><mo>=</mo><msubsup><mi>α</mi><mi mathvariant="italic">rj</mi><mn>2</mn></msubsup></math><img file="EP1500007B1_D0132.tif" /></maths>and equation (99) reduces <maths id="math0130" num="(100)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msubsup><mi>α</mi><mi mathvariant="italic">rj</mi><mn>2</mn></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">cj</mi><mo>*</mo></msubsup><mo>⁢</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0133.tif" /></maths>

0099From (100) it can be seen that spatial fourth-order cumulant matrix 2 in general can not be factored into Hermitian form, as was the case for spatial fourth-order cumulant matrix 1 and the spatial covariance matrix. However, if <maths id="math0131" num="(101)"><math display="block"><msub><mover><mi>v</mi><mo> ˜</mo></mover><mi mathvariant="italic">rj</mi></msub><mo>≡</mo><msubsup><mi>α</mi><mi mathvariant="italic">rj</mi><mn>2</mn></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub></math><img file="EP1500007B1_D0134.tif" /></maths> is defined, it can be factored in to bilinear form. <maths id="math0132" num="(102)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>=</mo><mover><mi mathvariant="bold">V</mi><mo> ˜</mo></mover><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></math><img file="EP1500007B1_D0135.tif" /></maths> where the element in the <i>r^th</i> row and <i>c^th</i> column of the <i>NxM</i> "modified" mixing matrix <b>Ṽ</b> is <maths id="math0133" num="(103)"><math display="block"><msub><mfenced open="[" close="]"><mover><mi mathvariant="bold">V</mi><mo> ˜</mo></mover></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><msub><mover><mi>v</mi><mo> ˜</mo></mover><mi mathvariant="italic">rc</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0136.tif" /></maths>

0100Expanding equation (102), it is found that spatial fourth-order cumulant matrix 2 can be written as a sum of the outer products of the "modified" steering vector, <b>v̅</b><i>_j</i>, and steering vector scaled by the individual source signal's fourth-order cumulant. <maths id="math0134" num="(104)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup></math><img file="EP1500007B1_D0137.tif" /></maths> Note that the "modified" steering vector <b>ṽ</b><i>_j</i> is the <i>j^th</i> column of the matrix <b>Ṽ</b>.

0101A question pertaining to spatial fourth-order cumulant matrix 2 is whether or not it is rank deficient. Following the derivation of the rank of spatial fourth-order cumulant matrix 1, the rank of spatial fourth-order cumulant matrix 2 will be equal to the rank of the mixing matrix if "modified" mixing matrix, <b>Ṽ</b>, and the mixing matrix both have full column rank. The mixing matrix <b>V</b> can be assumed to have full column rank since this can be guaranteed by design of the array. However, the rank of <b>Ṽ</b> cannot be guaranteed by design and as of yet, it is unclear if guaranteeing that the mixing matrix has full column rank is sufficient to guarantee that the "modified" mixing matrix will have full column rank. Although the "codified" mixing matrix <b>Ṽ</b> is the Hadamard product <maths id="math0135"><img file="EP1500007B1_D0138.tif" /></maths> the rank of the mixing matrix is not necessarily preserved. See for example, <nplcit id="ncit0041" npl-type="b"><text>J. R. Schott, Matrix Analysis for Statistics. (John Wiley and Sons, New York, NY: 1997</text></nplcit>). At this point it shall be assumed that the Hadamard product preserves the rank of the mixing matrix and therefore that the mixing matrix having full column rank is sufficient to guarantee that the "modified" mixing matrix has full column rank. The implications of the "modified" mixing matrix not having full column rank will be clear in the subsequent sections.

0102If the "modified" mixing matrix has full column rank, by inspection of equation (104) it is obvious that spatial fourth-order cumulant matrix 2 lies in the signal subspace spanned by the set of "modified" steering vectors. Again, the noise subspace in the spatial covariance matrix is now a nullspace of spatial fourth-order cumulant matrix 2. Note that in <nplcit id="ncit0042" npl-type="b"><text>H.H. Chiang and C.L. Nikias, "The ESPRIT Algorithm with Higher-Order Statistics," Proc. Workshop on Higher-Order Spectral Analysis, Vail, CO., Jun. 1989, pp. 163-168</text></nplcit> and <nplcit id="ncit0043" npl-type="b"><text>C.L. Nikias and A.P. Petropulu, Higher-Order Spectra Analysis: A Non-Linear Signal Processing Framework. (PTR Prentice-Hall, Upper Saddle River, NJ: 1993</text></nplcit>), the elements/sensors are omni-directional with unit gain so that <maths id="math0136"><math display="inline"><msubsup><mi>α</mi><mi mathvariant="italic">ij</mi><mn>2</mn></msubsup><mo>=</mo><mn>1</mn></math><img file="EP1500007B1_D0139.tif" /></maths> and as such, spatial fourth-order cumulant matrix 2 and spatial fourth-order cumulant matrix 1 would be equal and the "modified" mixing matrix has full column rank. However, this is an unrealistic assumption since in practice sensors are never omni-directional.

Spatial Fourth-Order Cumulant Matrix 2 Properties

0103If the "modified" mixing matrix <b>Ṽ</b> has full column rank, spatial fourth-order cumulant matrix 2 will possess many of the same properties that spatial fourth-order cumulant matrix 1 does. The subsequent sections derive the key properties associated with the development of a matrix-pencil signal subspace separation technique with the assumption that the "modified" mixing matrix has full column rank.

Property 1

0104Spatial fourth-order cumulant matrix 2 is in general non-Hermitian. It will be Hermitian if and only if τ₁ = τ₂ = τ and τ₃ = 0, i.e. <maths id="math0137"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><mi>τ</mi><mi>τ</mi><mn>0</mn></mfenced></math><img file="EP1500007B1_D0140.tif" /></maths> and the sensors all have the identical gain for a given signal.

Property 2

0105The trace of spatial fourth-order cumulant matrix 2 equals the sum of the signal fourth-order cumulants scaled by the sum of the sensor magnitudes to the fourth power. <maths id="math0138" num="(106)"><math display="block"><mi mathvariant="italic">tr</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>α</mi><mi mathvariant="italic">rj</mi><mn>4</mn></msubsup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0141.tif" /></maths>

Property 3

0106The column space of spatial fourth-order cumulant matrix 2, denoted as <maths id="math0139"><math display="inline"><mi mathvariant="bold-italic">C</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><mo>,</mo><msub><mi>τ</mi><mn>2</mn></msub><mo>,</mo><mo>,</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>,</mo></math><img file="EP1500007B1_D0142.tif" /></maths> is spanned by the set of "modified" steering vectors. <maths id="math0140" num="(107)"><math display="block"><mi mathvariant="italic">sp</mi><mfenced><mi mathvariant="bold-italic">C</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mfenced><mo>=</mo><mfenced open="{" close="}"><msub><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mn>1</mn></msub><msub><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mn>2</mn></msub><mo>…</mo><msub><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>M</mi></msub></mfenced></math><img file="EP1500007B1_D0143.tif" /></maths> Further, if the "modified" mixing matrix has full column rank, then the set of "modified" steering vectors are linearly independent and they form a basis for the column space of spatial fourth-order cumulant matrix 2.

Property 4

0107The rank of spatial fourth-order cumulant matrix 2 equals the rank of the mixing matrix, if <b>V</b> and <b>Ṽ</b> have full column rank. That is <maths id="math0141" num="(108)"><math display="block"><mi>ρ</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mi>ρ</mi><mfenced><mi mathvariant="bold">V</mi></mfenced></math><img file="EP1500007B1_D0144.tif" /></maths> if <i>ρ</i>(<b>V</b>)=ρ(<b>Ṽ</b>)<i>=M,</i> where ρ( ) denotes rank.

Property 5

0108The "right" nullspace of spatial fourth-order cumulant matrix 2 and the "left" nullspace of the mixing matrix are equal if the mixing matrix and "modified" mixing matrix have full column rank. <maths id="math0142" num="(109)"><math display="block"><msub><mi>N</mi><mi>r</mi></msub><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><msub><mi>N</mi><mi>l</mi></msub><mfenced><mi mathvariant="bold">V</mi></mfenced></math><img file="EP1500007B1_D0145.tif" /></maths>

Spatial Fourth-Order Cumulant Matrix Definition 3

0109The third and final definition for a spatial fourth-order cumulant matrix incorporates the time lags (τ₁,τ₂,τ₃) and results in the following equation. <maths id="math0143" num="(110)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>≡</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mfenced open="{" close="}"><mi mathvariant="bold">x</mi><mfenced><mi>t</mi></mfenced><mo>⁢</mo><mi mathvariant="bold">x</mi><mo>*</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><mi mathvariant="bold">x</mi><mo>*</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">x</mi><mi mathvariant="normal">T</mi></msup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0146.tif" /></maths> Spatial fourth-order cumulant matrix 3 is again a <i>NxN</i> matrix with the element in the <i>r^th</i> row and <i>c^th</i> column <maths id="math0144" num="(111)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>x</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>x</mi><mi>r</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>x</mi><mi>r</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msub><mi>x</mi><mi>c</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0147.tif" /></maths>

0110Substituting equation (81) for <i>x_i</i> (<i>t</i>) in equation (111), element rc becomes <maths id="math0145" num="(112)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>+</mo><msub><mi>n</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced></mfenced><mo>⁢</mo><msup><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rk</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>k</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>+</mo><msub><mi>n</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced></mfenced><mo>*</mo></msup><mo>⋅</mo><msup><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rl</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>l</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>+</mo><msub><mi>n</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced></mfenced><mo>*</mo></msup><mo>⁢</mo><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">cm</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>m</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>+</mo><msub><mi>n</mi><mi>c</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mfenced></math><img file="EP1500007B1_D0148.tif" /></maths> Following the simplification of spatial fourth-order cumulant matrix 2, Cumulant Property 3 and assumption A3 are applied to reduce equations (112). <maths id="math0146" num="(113)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">rk</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">k</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">rl</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi>l</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">cm</mi></msub><mo>⁢</mo><msub><mi>t</mi><mi>m</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>+</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>n</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>r</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>r</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msub><mi>n</mi><mi>c</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0149.tif" /></maths> However, by assumption A4 and Cumulant Property 4, <maths id="math0147" num="(1.1)"><math display="block"><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>n</mi><mi>r</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>r</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>n</mi><mi>r</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msub><mi>n</mi><mi>c</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mn>0</mn></math><img file="EP1500007B1_D0150.tif" /></maths> and thus (95) reduces to <maths id="math0148" num="(114)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">rk</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">k</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>l</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">rl</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi>l</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⋅</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>m</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">cm</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>m</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0151.tif" /></maths> Then, by the statistical independence of the source signals of assumption A1 and repeatedly applying Cumulant Property 3, equation (114) reduces to <maths id="math0149" num="(115)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">rj</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">rj</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">cj</mi></msub><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><msup><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>*</mo></msup></mfenced><mn>.</mn></math><img file="EP1500007B1_D0152.tif" /></maths>

0111Using Cumulant Property 1, the complex weights may then be pulled out in front of the cumulant operator in equation (115) to give <maths id="math0150" num="(116)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">rj</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">rj</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">cj</mi></msub></mstyle><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi mathvariant="italic">j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0153.tif" /></maths>

0112However, <maths id="math0151"><math display="inline"><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mi mathvariant="italic">rj</mi><mo>*</mo></msubsup><mo>=</mo><msubsup><mi>α</mi><mi mathvariant="italic">rj</mi><mn>2</mn></msubsup></math><img file="EP1500007B1_D0154.tif" /></maths> and equation (116) reduces <maths id="math0152" num="(117)"><math display="block"><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msubsup><mi>α</mi><mi mathvariant="italic">rj</mi><mn>2</mn></msubsup></mstyle><msubsup><mi>v</mi><mi mathvariant="italic">rj</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">cj</mi></msub><mo>⁢</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0155.tif" /></maths>

0113From (117) it can be seen that spatial fourth-order cumulant matrix 3 in general can not be factored into Hermitian form, as was the case for spatial fourth-order cumulant matrix 1 and the spatial covariance matrix. However, if the "modified" steering vector elements are again defined as <maths id="math0153" num="(118)"><math display="block"><msub><mover><mi>v</mi><mo> ˜</mo></mover><mi mathvariant="italic">rj</mi></msub><mo>≡</mo><msubsup><mi>α</mi><mi mathvariant="italic">rj</mi><mn>2</mn></msubsup><mo>⁢</mo><msub><mi>v</mi><mi mathvariant="italic">rj</mi></msub></math><img file="EP1500007B1_D0156.tif" /></maths> it can be factored in to bilinear form. <maths id="math0154" num="(119)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>=</mo><mover><mi mathvariant="bold">V</mi><mo> ˜</mo></mover><mo>*</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">T</mi></msup></math><img file="EP1500007B1_D0157.tif" /></maths> where the element in the <i>r^th</i> row and <i>c^th</i> column of the <i>NxM</i> "modified" mixing matrix <b>Ṽ</b> is <maths id="math0155" num="(1.2)"><math display="block"><msub><mfenced open="[" close="]"><mover><mi mathvariant="bold">V</mi><mo> ˜</mo></mover></mfenced><mi mathvariant="italic">rc</mi></msub><mo>=</mo><msub><mover><mi>v</mi><mo> ˜</mo></mover><mi mathvariant="italic">rc</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0158.tif" /></maths> Expanding equation (119), it is found that spatial fourth-order cumulant matrix 3 can be written as a sum of the outer products of the conjugate of the "modified" steering vector, ṽ<i>_j</i>, and steering vector scaled by the individual source signal's fourth-order cumulant. <maths id="math0156" num="(120)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msubsup><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">T</mi></msubsup></math><img file="EP1500007B1_D0159.tif" /></maths> As before, it is yet to be proven if the mixing matrix V having full column rank is sufficient to guarantee that the "modified" mixing matrix <b>Ṽ</b> will have full column rank. However, it shall be assumed that the Hadamard product preserves the rank of the mixing matrix and therefore that the mixing matrix having full column rank is sufficient to guarantee that the "modified" mixing matrix has full column rank.

0114If the "modified" mixing matrix has full column rank, by inspection of equation (120) it is clear that spatial fourth-order cumulant matrix 3 lies in the signal subspace spanned by the set of conjugated "modified" steering vectors. Again, like spatial fourth-order cumulant matrix 2, spatial fourth-order cumulant matrix 3 has no noise subspace. Note that in <nplcit id="ncit0044" npl-type="s"><text>N. Yuen and B. Friedlander, "Asymptotic Performance Analysis of ESPRIT, Higher-order ESPRIT, and Virtual ESPRIT Algorithms," IEEE Trans. Signal Processing, Vol. 44, No. 10, Oct. 1996, pp. 2537-2550</text></nplcit>, as in <nplcit id="ncit0045" npl-type="b"><text>H.H. Chiang and C.L. Nikias, "The ESPRIT Algorithm with Higher-Order Statistics," Proc. Workshop on Higher-Order Spectral Analysis, Vail, CO., Jun. 1989, pp. 163-168</text></nplcit> and <nplcit id="ncit0046" npl-type="b"><text>C.L. Nikias and A.P. Petropulu, Higher-Order Spectra Analysis: A Non-Linear Signal Processing Framework. (PTR Prentice-Hall, Upper Saddle River, NJ: 1993</text></nplcit>), the elements/sensors are assumed to be omni-directional with unit gain so that <maths id="math0157"><math display="inline"><msubsup><mi>α</mi><mi mathvariant="italic">ij</mi><mn>2</mn></msubsup><mo>=</mo><mn>1.</mn></math><img file="EP1500007B1_D0160.tif" /></maths>

Spatial Fourth-Order Cumulant Matrix 3 Properties

0115As with spatial fourth-order cumulant matrix 2, if the "modified" mixing matrix <b>Ṽ</b> has full column rank, spatial fourth-order cumulant matrix 3 will have many properties in common with spatial fourth-order cumulant matrix 1. Properties associated with the development of a matrix-pencil and the associated separation technique with the assumption that the "modified" mixing matrix has full column rank are derived below. <ul id="ul0003" list-style="none"><li><u>Property 1:</u> Spatial fourth-order cumulant matrix 3 is in general non-Hermitian. It will be Hermitian if and only if τ₁ = τ₃ = τ and ₂ = 0 , i.e. <maths id="math0158"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><mi>τ</mi><mn>0</mn><mi>τ</mi></mfenced></math><img file="EP1500007B1_D0161.tif" /></maths> and the sensors all have the identical gain for a given signal.</li><li><u>Property 2:</u> The trace of spatial fourth-order cumulant_ matrix 3 equals the sum of the signal fourth-order cumulants scaled by the sum of the sensor magnitudes to the fourth power. <maths id="math0159" num="(121)"><math display="block"><mi mathvariant="italic">tr</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>r</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>α</mi><mi mathvariant="italic">rj</mi><mn>4</mn></msubsup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0162.tif" /></maths></li><li><u>Property 3:</u> The column space of spatial fourth-order cumulant matrix 3, denoted as <maths id="math0160"><math display="inline"><mi mathvariant="bold-italic">C</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><mo>,</mo><msub><mi>τ</mi><mn>2</mn></msub><mo>,</mo><mo>,</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>,</mo></math><img file="EP1500007B1_D0163.tif" /></maths> is spanned by the set of conjugated "modified" steering vectors. <maths id="math0161" num="(122)"><math display="block"><mi mathvariant="italic">sp</mi><mfenced><mi mathvariant="bold-italic">C</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʺ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mfenced><mo>=</mo><mfenced open="{" close="}"><msubsup><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mn>1</mn><mo>*</mo></msubsup><msubsup><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mn>2</mn><mo>*</mo></msubsup><mo>…</mo><msubsup><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>M</mi><mo>*</mo></msubsup></mfenced></math><img file="EP1500007B1_D0164.tif" /></maths> Further, if the "modified" mixing matrix has full column rank, then the set of conjugated "modified" steering vectors are linearly independent and they form a basis for the column space of spatial fourth-order cumulant matrix 3.</li><li><u>Property 4:</u> The rank of spatial fourth-order cumulant matrix 3 equals the rank of the mixing matrix, if <b>V</b> and <b>Ṽ</b> have full column rank. That is <maths id="math0162" num="(123)"><math display="block"><mi>ρ</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʺ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mi>ρ</mi><mfenced><mi mathvariant="bold">V</mi></mfenced></math><img file="EP1500007B1_D0165.tif" /></maths> if ρ (<b>V</b>) = ρ (<b>Ṽ</b>) = <i>M</i> , where <i>ρ</i> ( ) denotes rank.</li><li><u>Property 5:</u> The "right" nullspace of spatial fourth-order cumulant matrix 3 and the conjugate of the "left" nullspace of the mixing matrix are equal if the mixing matrix and "modified" mixing matrix have full column rank. <maths id="math0163" num="(124)"><math display="block"><msub><mi>N</mi><mi>r</mi></msub><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><msup><msub><mi>N</mi><mi>l</mi></msub><mo>*</mo></msup><mfenced><mi mathvariant="bold">V</mi></mfenced></math><img file="EP1500007B1_D0166.tif" /></maths></li></ul> The three definitions of the spatial fourth-order cumulant matrix presented all have the key attribute that they have no noise subspace. This feature allows us to avoid either having to use degrees of freedom in the array to estimate the noise subspace or having to make an assumption of temporal whiteness so the noise subspace will be gone at non-zero time lags. However, there are two main differences between definition 1 and definitions 2 and 3.

0116First, definitions 2 and 3 have a computational advantage over definition 1. This can be seen by comparing equation (76) with equations (93) and (111) where definitions 2 and 3 require <i>N²</i> cumulants to be estimated while definition 1 requires <i>N³</i> cumulants to be estimated. Second, while it remains to be rigorously proven that spatial fourth-order cumulant matrix 1 will have a rank equal to the number of signals if the mixing matrix has full column rank, it has not been proven that spatial fourth-order cumulant matrices 2 and 3 will have a rank equal to the number of signals if the mixing matrix has full column rank. This second difference arises from the fact that no proof that the Hadamard product preserves rank has been found. Therefore, it is assumed that for the special case of the "modified" mixing matrix it does and thus spatial fourth-order cumulant matrices 2 and 3 possess the derived set of properties needed to perform the blind source separation. However, if this assumption turns out not to be true, then unless the sensors in the array have identical manifolds, spatial fourth-order cumulant matrix 2 or 3 may not possess enough degrees of freedom to perform the separation.

0117When the sensors in the array all have identical manifolds, the magnitude of the sensors' response, |<i>v_ij</i>| = α<i>_ij,</i> is a constant for each signal, that is <maths id="math0164" num="(125)"><math display="block"><mfenced open="|" close="|"><msub><mi>v</mi><mi mathvariant="italic">ij</mi></msub></mfenced><mo>=</mo><msub><mi>α</mi><mi mathvariant="italic">ij</mi></msub><mo>=</mo><msub><mi>a</mi><mi>j</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0167.tif" /></maths> From equation (26) <maths id="math0165" num="(126)"><math display="block"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>α</mi><mi mathvariant="italic">ij</mi><mn>2</mn></msubsup><mo>=</mo><mn>1</mn></math><img file="EP1500007B1_D0168.tif" /></maths> which, when all the sensors have identical manifolds, says that (125) can be substituted in to equation (126) to get <maths id="math0166" num="(127)"><math display="block"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>i</mi><mo>=</mo><mn>1</mn></mrow><mi>N</mi></munderover></mstyle><msubsup><mi>a</mi><mi mathvariant="italic">j</mi><mn>2</mn></msubsup><mo>=</mo><mi>N</mi><mo>⁢</mo><msubsup><mi>a</mi><mi mathvariant="italic">j</mi><mn>2</mn></msubsup><mo>=</mo><mn>1</mn></math><img file="EP1500007B1_D0169.tif" /></maths> and thus <maths id="math0167" num="(128)"><math display="block"><msub><mi>a</mi><mi>j</mi></msub><mo>=</mo><mfrac><mn>1</mn><msqrt><mi>N</mi></msqrt></mfrac><mn>.</mn></math><img file="EP1500007B1_D0170.tif" /></maths> Further, if the manifolds are identical then <maths id="math0168" num="(129)"><math display="block"><msub><mi>a</mi><mi>j</mi></msub><mo>=</mo><mfrac><mn>1</mn><msqrt><mi>N</mi></msqrt></mfrac></math><img file="EP1500007B1_D0171.tif" /></maths> for all <i>j</i>. Thus, for spatial fourth-order cumulant matrix 2 it was found that when the sensors have identical manifolds, substituting (129) in to equation (100) and factoring in to bilinear form leads to <maths id="math0169" num="(130)"><math display="block"><mtable columnalign="left"><mtr><mtd><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd><mtd><mo>=</mo><mfrac><mn>1</mn><mi>N</mi></mfrac><mo>⁢</mo><msubsup><mi mathvariant="bold">VC</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfrac><mn>1</mn><mi>N</mi></mfrac><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0172.tif" /></maths> and therefore spatial fourth-order cumulant matrix 2 and spatial fourth-order cumulant matrix 1 are equivalent within a real scale factor. Following the identical path for spatial fourth-order cumulant matrix 3, one can find that <maths id="math0170" num="(131)"><math display="block"><mtable columnalign="left"><mtr><mtd><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd><mtd><mo>=</mo><mfrac><mn>1</mn><mi>N</mi></mfrac><mo>⁢</mo><msubsup><mrow><mi mathvariant="bold">V</mi><mo mathvariant="bold">*</mo><mi mathvariant="bold">C</mi></mrow><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">T</mi></msup></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfrac><mn>1</mn><mi>N</mi></mfrac><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mrow><mn>4</mn><mo>*</mo></mrow></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0173.tif" /></maths> and therefore when the sensors have identical manifolds, spatial fourth-order cumulant matrix 3 is equivalent to the conjugate of spatial fourth-order cumulant matrix 1 within a real scale factor. Unfortunately, the assumption that all sensors have an identical spatial response is physically unrealizable and proves to be the undoing of the ESPRIT algorithm and its higher-order counterparts.

0118Finally, in <nplcit id="ncit0047" npl-type="s"><text>N. Yuen and B. Friedlander, "Asymptotic Performance Analysis of ESPRIT, Higher-order ESPRIT, and Virtual ESPRIT Algorithms," IEEE Trans. Signal Processing, Vol. 44, No. 10, Oct. 1996, pp. 2537-2550</text></nplcit>, it is claimed that the advantage of definition 3 over definition 2 is that when finite length data is used to estimate the spatial fourth-order cumulant matrix, spatial fourth-order cumulant matrix 3 will retain its Hermitian symmetry, subject to the conditions stated in property 1. This property is not known to be of value to the matrix-pencil approach presented in the subsequent chapters and thus has not been evaluated for its validity.

0119Provided below are a spatial fourth-order cumulant matrix pencil definition and associated properties. The indeterminacy of the standard eigen analysis of a spatial fourth-order cumulant matrix is described to motivate the use of a spatial fourth-order cumulant matrix-pencil by showing. The definition, properties, and spectral theory of matrix-pencils are presented including treatment of singular pencils and development of the novel concept of wide sense equivalence. The spatial fourth-order cumulant matrix-pencil is defined and its properties are derived for all three spatial fourth-order cumulant matrix definitions. Finally, it is shown that the spectral analysis of the spatial fourth-order cumulant matrix-pencil provides a set of generalized eigenvectors that can be used as a basis for blindly separating the individual source signals.

0120The formulation of a separation matrix to perform blind source includes finding a set of vectors that are each, uniquely orthogonal to all steering vectors except one. The set of these vectors, possibly scaled by a normalization factor, form the columns of the separation matrix <b>W</b> that will diagonalize the mixing matrix <b>V</b>. The concept of blind source separation was previously described above, and the development of a technique to find a separation matrix using a spatial fourth-order cumulant matrix is provided below.

0121A spatial fourth-order cumulant matrix signal subspace based spectral estimation technique is sought to perform the blind separation. In the context of a matrix subspace, spectral estimation implies eigen analysis and as such the terms spectral and eigen will be used interchangeably. In mathematics, eigenvalues are also often referred to as proper values. See, for example, <nplcit id="ncit0048" npl-type="b"><text>P. R. Halmos, Finite-Dimensional Vector Spaces. (Springer-Verlag;: New York, NY: 1987</text></nplcit>) . Unfortunately, in general the standard spectral decomposition of the spatial fourth-order cumulant matrix will not directly provide a set of eigenvectors that will diagonalize the mixing matrix. A set of eigenvectors for the spatial fourth-order cumulant matrix does exist that will diagonalize the mixing matrix, however the entire signal subspace would have to be searched to find this unique set of eigenvectors. Thus, the standard eigen decomposition of the spatial fourth-order cumulant matrix possesses an indeterminacy that makes it undesirable. The indeterminacy of the standard eigen analysis is discussed in Section 5.2 in detail.

0122The indeterminacy of the standard eigen decomposition can be overcome by the use of the generalized eigen analysis of a Spatial fourth-order cumulant matrix-pencil. Therefore, a spatial fourth cumulant matrix-pencil of two spatial fourth-order cumulant matrices is defined by using two different sets of time lags, (0,0,0) and (τ₁,τ₂,τ₃).

0123<u>Indeterminacy of the Standard Eigen Analysis:</u> The formulation of a signal subspace based spectral estimation method to blindly separate the mixture of statistically independent source signals is begun by examining the indeterminacy that exists in trying to use the standard eigenvectors of spatial fourth-order cumulant matrix 1, <maths id="math0171"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>,</mo></math><img file="EP1500007B1_D0174.tif" /></maths> to perform the blind source separation. In general, the results presented for spatial fourth-order cumulant matrix 1 are directly applicable to spatial fourth-order cumulant matrices 2 and 3 and thus will be presented for spatial fourth-order cumulant matrix 1 only. However, any differences or exceptions that may exist for spatial fourth-order cumulant matrices 2 and 3 will be appropriately noted.

0124The standard eigenvalue problem for spatial fourth-order cumulant matrix 1 is defined as <maths id="math0172" num="(132)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><mi mathvariant="bold">e</mi><mo mathvariant="bold">=</mo><mi>λ</mi><mo>⁢</mo><mi mathvariant="bold">e</mi><mn>.</mn></math><img file="EP1500007B1_D0175.tif" /></maths> A scalar λ is said to be an eigenvalue of spatial fourth-order cumulant matrix 1 if the equality in equation (132) holds a non-null eigenvector <b>e</b>, an associated eigenvector. Rewriting equation (132), it is found that an eigenvector of spatial fourth-order cumulant matrix 1 lies in the "right" null space of a matrix-pencil. That is <maths id="math0173" num="(133)"><math display="block"><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msub><mi mathvariant="bold">I</mi><mi>N</mi></msub></mfenced><mo>⁢</mo><mi mathvariant="bold">e</mi><mo mathvariant="bold">=</mo><mn mathvariant="bold">0</mn></math><img file="EP1500007B1_D0176.tif" /></maths> therefore <maths id="math0174" num="(134)"><math display="block"><mi mathvariant="bold">e</mi><mo>∈</mo><msub><mi mathvariant="bold-italic">N</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msub><mi mathvariant="bold">I</mi><mi>N</mi></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0177.tif" /></maths> The matrix-pencil <maths id="math0175" num="(135)"><math display="block"><mfenced open="{" close="}"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>,</mo><mi mathvariant="bold">I</mi></mfenced><mo>≡</mo><mrow><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msub><mi mathvariant="bold">I</mi><mi>N</mi></msub><mo>}</mo></mrow></math><img file="EP1500007B1_D0178.tif" /></maths> is non-singular with rank <i>N</i> even though <maths id="math0176"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0179.tif" /></maths> has rank <i>M</i> when λ is not an eigenvalue. Thus, the eigenvalue λ will reduce the rank of the matrix-pencil <maths id="math0177"><math display="inline"><mfenced open="{" close="}"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>,</mo><msub><mi mathvariant="bold">I</mi><mi>N</mi></msub></mfenced></math><img file="EP1500007B1_D0180.tif" /></maths> by a value <i>η^geom</i>, which is referred to as the "geometric multiplicity" of the eigenvalue λ and is given by <maths id="math0178" num="(136)"><math display="block"><msup><mi>η</mi><mi mathvariant="italic">geom</mi></msup><mo>=</mo><mi>N</mi><mo>-</mo><mi>ρ</mi><mo>⁢</mo><mfenced><msub><mrow><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">I</mi></mrow><mi>N</mi></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0181.tif" /></maths>

0125Since λ is an eigenvalue if and only if the rank of the matrix-pencil is reduced, the eigenvalues can be found by searching for roots of the characteristic equation. That is, the values that cause the determinant of the matrix-pencil to be zero, <maths id="math0179" num="(137)"><math display="block"><mi>det</mi><mo>⁢</mo><mfenced><msub><mrow><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">I</mi></mrow><mi>N</mi></msub></mfenced><mo>=</mo><mn>0</mn></math><img file="EP1500007B1_D0182.tif" /></maths> are eigenvalues.

0126The determinant in equation (137) is defined as the sum of products <maths id="math0180" num="(138)"><math display="block"><mi>det</mi><mo>⁢</mo><mfenced><msub><mrow><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">I</mi></mrow><mi>N</mi></msub></mfenced><mo>=</mo><mstyle displaystyle="false"><mstyle displaystyle="true"><munder><mo>∑</mo><mi>l</mi></munder></mstyle><msup><mfenced><mo>-</mo><mn>1</mn></mfenced><mrow><msub><mi>φ</mi><mi>l</mi></msub><mfenced><msub><mi>c</mi><mn>1</mn></msub><msub><mi>c</mi><mn>2</mn></msub><mo>…</mo><msub><mi>c</mi><mi>N</mi></msub></mfenced></mrow></msup></mstyle><mfenced><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mrow><mi mathvariant="normal">l</mi><mo>⁢</mo><msub><mi>c</mi><mn>1</mn></msub></mrow></msub><mo>-</mo><msub><mi>δ</mi><mrow><mi mathvariant="normal">l</mi><mo>⁢</mo><msub><mi>c</mi><mn>1</mn></msub></mrow></msub><mo>⁢</mo><mi>λ</mi></mfenced><mo>⋯</mo><mfenced><msub><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><msub><mi mathvariant="italic">Nc</mi><mi>N</mi></msub></msub><mo>-</mo><msub><mi>δ</mi><msub><mi mathvariant="italic">Nc</mi><mi>N</mi></msub></msub><mo>⁢</mo><mi>λ</mi></mfenced></math><img file="EP1500007B1_D0183.tif" /></maths> where the set {<i>c</i>₁, <i>c</i>₂, ..., <i>c_N</i>} is the <i>l^th</i> permutation of the first <i>N</i> positive integers, with the summation occurring over all <i>L</i> = <i>N</i>! such permutations, and the scalar δ<i>_rc</i> represents the element in the <i>r^th</i> row and <i>c^th</i> column of the identity matrix <b>I</b><i>_N</i>. The exponent in (138) is a scalar defined as a function of the set {<i>c</i>₁, <i>c</i>₂, ..., <i>c_N</i>} by <maths id="math0181" num="(139)"><math display="block"><msub><mi>φ</mi><mi>l</mi></msub><mfenced><msub><mi>c</mi><mn>1</mn></msub><msub><mi>c</mi><mn>2</mn></msub><mo>…</mo><msub><mi>c</mi><mi>N</mi></msub></mfenced><mo>≡</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>n</mi><mo>=</mo><mn>1</mn></mrow><mrow><mi>N</mi><mo>-</mo><mn>1</mn></mrow></munderover></mstyle><msub><mi>ξ</mi><mi>n</mi></msub></math><img file="EP1500007B1_D0184.tif" /></maths> where ξ<i>_n</i> is the number of integers in the sequence c_<i>n</i>+1, ..., <i>c_N</i> that are less than <i>c_n</i>. Substituting equation (84) in to (138) <maths id="math0182" num="(140)"><math display="block"><mi>det</mi><mo>⁢</mo><mfenced><msub><mrow><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">I</mi></mrow><mi>N</mi></msub></mfenced><mo>=</mo><mstyle displaystyle="false"><mstyle displaystyle="true"><munder><mo>∑</mo><mi>l</mi></munder></mstyle><msup><mfenced><mo>-</mo><mn>1</mn></mfenced><mrow><msub><mi>φ</mi><mi>l</mi></msub><mfenced><msub><mi>c</mi><mn>1</mn></msub><msub><mi>c</mi><mn>2</mn></msub><mo>…</mo><msub><mi>c</mi><mi>N</mi></msub></mfenced></mrow></msup></mstyle><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mrow><mn>1</mn><mo>⁢</mo><mi>j</mi></mrow></msub><mo>⁢</mo><msubsup><mi>v</mi><mrow><msub><mi>c</mi><mn>1</mn></msub><mo>⁢</mo><mi>j</mi></mrow><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>-</mo><msub><mi>δ</mi><mrow><mn>1</mn><mo>⁢</mo><msub><mi>c</mi><mn>1</mn></msub></mrow></msub><mo>⁢</mo><mi>λ</mi></mfenced><mo>⋯</mo><mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msub><mi>v</mi><mi mathvariant="italic">Nj</mi></msub><mo>⁢</mo><msubsup><mi>v</mi><mrow><msub><mi>c</mi><mi>N</mi></msub><mo>⁢</mo><mi>j</mi></mrow><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>-</mo><msub><mi>δ</mi><msub><mi mathvariant="italic">Nc</mi><mi>N</mi></msub></msub><mo>⁢</mo><mi>λ</mi></mfenced></math><img file="EP1500007B1_D0185.tif" /></maths> it becomes clear that each non-zero value of λ that will cause the determinant in (140) to be equal to zero will be a linear combination of the individual source signal fourth-order cumulants. Therefore, since each eigenvalue is a linear combination of the source signals fourth-order cumulants it is reasonable to expect that the eigenvectors will be linear combinations of the associated steering vectors. This in fact can be shown to be true. Substituting equation (87) for the spatial fourth-order cumulant matrix, equation (132) becomes <maths id="math0183" num="(141)"><math display="block"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><mi mathvariant="bold">e</mi><mo>=</mo><mi>λ</mi><mo>⁢</mo><mi mathvariant="bold">e</mi><mn>.</mn></math><img file="EP1500007B1_D0186.tif" /></maths>

0127The vector inner product <maths id="math0184"><math display="inline"><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><mi mathvariant="bold">e</mi></math><img file="EP1500007B1_D0187.tif" /></maths> will equal a scalar that is defined here as <maths id="math0185" num="(142)"><math display="block"><msub><mi>ε</mi><mi>j</mi></msub><mo>≡</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><mi mathvariant="bold">e</mi></math><img file="EP1500007B1_D0188.tif" /></maths> then equation (141) becomes <maths id="math0186" num="(143)"><math display="block"><mi mathvariant="bold">e</mi><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><mfrac><msub><mi>ε</mi><mi>j</mi></msub><mi>λ</mi></mfrac></mstyle><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0189.tif" /></maths>

0128Alternatively, it can be show that each eigenvalue is a linear combination of the source signal fourth-order cumulants by pre-multiplying (141) by the Hermitian transpose of the eigenvector and dividing by the inner product, <b>e^He</b>, since there is only one eigenvalue such that the equality in equation (141) for a particular eigenvector (See, for example, <nplcit id="ncit0049" npl-type="b"><text>D. A. Harville, Matrix Algebra from a Statistician's Perspective. (Springer-Verlag, New York, NY: 1999</text></nplcit>) , each eigenvalue can therefore be expressed as <maths id="math0187" num="(144)"><math display="block"><mi>λ</mi><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><mfrac><mrow><msup><mi mathvariant="bold">e</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><mi mathvariant="bold">e</mi></mrow><mrow><msup><mi mathvariant="bold">e</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">e</mi></mrow></mfrac><mo>,</mo></math><img file="EP1500007B1_D0190.tif" /></maths> which is clearly a linear combination of the individual source signals' fourth-order cumulants.

0129If it is assumed that the mixing matrix <b>V</b> has full column rank, spatial fourth-order cumulant matrix 1 will have rank <i>M</i> by property 4. Therefore, there will be <i>M</i> non-zero eigenvalues whose sum will equal the trace of the spatial fourth-order cumulant matrix. That is, employing property 2 of spatial fourth-order cumulant matrix 1 <maths id="math0188" num="(145)"><math display="block"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi>λ</mi><mi>k</mi></msub></mstyle><mo>=</mo><mi mathvariant="italic">tr</mi><mfenced open="[" close="]"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="normal">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0191.tif" /></maths>

0130Substituting (144) into equation (145) results in <maths id="math0189" num="(146)"><math display="block"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>k</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><mfrac><mrow><msubsup><mi mathvariant="bold">e</mi><mi>k</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">e</mi><mi>k</mi></msub></mrow><mrow><msubsup><mi mathvariant="bold">e</mi><mi>k</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">e</mi><mi>k</mi></msub></mrow></mfrac><mo>=</mo><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0192.tif" /></maths>

0131Clearly, there exists an indeterminacy in the standard eigen analysis of spatial fourth-order cumulant matrix 1. The same indeterminacy exists for definitions two and three and arises from the fact that in general, the identity matrix is not "similar" to spatial fourth-order cumulant matrix 1. Therefore, a new matrix must be found, which for now can be referred to as the new <b>B</b> matrix, that is "similar" to the spatial fourth-order cumulant matrix to replace the identity matrix in the matrix-pencil and thus move to a generalized eigen analysis of spatial fourth-order cumulant matrix 1 with respect to this new <b>B</b> matrix. Here "similar" means that the <b>B</b> matrix can be factored into a bilinear form, as was done for spatial fourth-order cumulant matrix 1, with the mixing matrix, and the modified mixing matrix for definitions 2 and 3, being two of the three factors and some diagonal matrix being the third. That is <maths id="math0190" num="(147)"><math display="block"><mi mathvariant="bold">B</mi><mo mathvariant="bold">=</mo><msup><mi mathvariant="bold">VDV</mi><mi mathvariant="bold">H</mi></msup></math><img file="EP1500007B1_D0193.tif" /></maths> where <b>D</b> is a diagonal matrix.

Definition, Properties, and Spectral Theory of Matrix-Pencils

0132A matrix-pencil is a special case of what is known in mathematics as a polynomial operator pencil. Polynomial operator pencils and their associated spectral problems arise naturally in many diverse areas such as differential equations, boundary value problems, control theory, harmonic systems analysis, wave propagation, elasticity theory, circuit simulation and modeling, and hydromechanics. See, for example, <nplcit id="ncit0050" npl-type="b"><text>A. S. Markus, Introduction to the Spectral Theory of Polynomial Operator Pencils, Translation of Mathematical Monographs, Vol. 71. (American Mathematical Society, Providence, RI: 1988</text></nplcit>) In general, an <i>n^th</i> order polynomial operator pencil takes the form <maths id="math0191" num="(148)"><math display="block"><mi mathvariant="bold">A</mi><mfenced><mi>λ</mi></mfenced><mo>=</mo><msub><mi mathvariant="bold">A</mi><mn>0</mn></msub><mo>+</mo><mi>λ</mi><mo>⁢</mo><msub><mi mathvariant="bold">A</mi><mn>1</mn></msub><mo>+</mo><mo>⋯</mo><mo>+</mo><msup><mi>λ</mi><mi>n</mi></msup><mo>⁢</mo><msub><mi mathvariant="bold">A</mi><mi>n</mi></msub></math><img file="EP1500007B1_D0194.tif" /></maths> where λ is a spectral parameter and the <b>A</b><i>_i</i>'s are linear operators acting in a Hilbert space. A matrix-pencil, <b>P</b>(λ), is a first-order polynomial operator pencil that has the form <maths id="math0192" num="(149)"><math display="block"><mi mathvariant="normal">P</mi><mfenced><mi>λ</mi></mfenced><mo>≡</mo><mi mathvariant="bold">A</mi><mo mathvariant="bold">-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">B</mi><mn>.</mn></math><img file="EP1500007B1_D0195.tif" /></maths>

0133In general, matrix-pencils are classified as being either regular or singular. See, for example, <nplcit id="ncit0051" npl-type="b"><text>A. S. Markus, Introduction to the Spectral Theory of Polynomial Operator Pencils, Translation of Mathematical Monographs, Vol. 71. (American Mathematical Society, Providence, RI: 1988</text></nplcit>), <nplcit id="ncit0052" npl-type="s"><text>Z. Bai, J. Demmel, J. Dongarra, A. Ruhe, and H. van der Vorst, Templates for the Solution of Algebraic Eigenvalue Problems: A Practical Guide. (SIAM, Philadelphia, PA: 2000</text></nplcit>), <nplcit id="ncit0053" npl-type="b"><text>K. Kanatani, Statistical Optimization for Geometric Computation: Theory and Practice. (Elsevier Science B.V., Amsterdam, The Netherlands: 1996</text></nplcit>), <nplcit id="ncit0054" npl-type="b"><text>G. H. Golub and C.F. Van Loan, Matrix Computations. (The Johns Hopkins University Press, Baltimore, MD: 1996</text></nplcit>), <nplcit id="ncit0055" npl-type="b"><text>F. R. Gantmacher, The Theory of Matrices, Volume I. (AMS Chelsea Publishing, Providence, RI, 1977</text></nplcit>), and <nplcit id="ncit0056" npl-type="b"><text>F. R. Gantmacher, The Theory of Matrices, Volume II. (AMS Chelsea Publishing, Providence, RI, 1989</text></nplcit>) . If the two matrices, <b>A, B</b>, are square and the determinant of the matrix-pencil is not identically zero for all values of λ, that is <maths id="math0193" num="(150)"><math display="block"><mi>det</mi><mfenced><mi mathvariant="bold">P</mi><mfenced><mi>λ</mi></mfenced></mfenced><mo>=</mo><mi>det</mi><mo>⁢</mo><mfenced><mi mathvariant="bold">A</mi><mo mathvariant="bold">-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced><mo>≠</mo><mn>0</mn><mspace width="1em" /><mo>∀</mo><mi>λ</mi></math><img file="EP1500007B1_D0196.tif" /></maths> then the pencil is regular otherwise it is singular. Regular pencils have well defined eigenvalues which change continuously as functions of matrices <b>A</b> and <b>B</b>. Singular pencils, on the other hand, have eigenvalues that are discontinuous functions of <b>A</b> and <b>B</b>. Both types of pencils arise in practice and, are applicable to the BSS technique in accordance with the present invention. Note that the standard eigen problem is a regular matrix-pencil with <b>B</b> = <b>I</b><i>_N</i>.

Properties and Spectral Theory of Regular Matrix-Pencils

0134Regular pencils can be further classified as being Hermitian or non-Hermitian. Non-Hermitian matrix-pencils and their associated generalized non-Hermitian eigen problems arise when either <b>A</b> or <b>B</b> is non-Hermitian or <b>B</b> is not positive definite. Due to property 1 of the spatial fourth-order cumulant matrix, the spatial fourth-order cumulant matrix-pencil will in general be non-Hermitian. This will be shown to hold for all three definitions. Therefore, the focus will be on non-Hermitian regular pencils only and hence forth when the term regular pencil is used a non-Hermitian pencil is implied. Please see, for example, <nplcit id="ncit0057" npl-type="s"><text>Z. Bai, J. Demmel, J. Dongarra, A. Ruhe, and H. van der Vorst, Templates for the Solution of Algebraic Eigenvalue Problems: A Practical Guide. (SIAM, Philadelphia, PA: 2000</text></nplcit>), <nplcit id="ncit0058" npl-type="b"><text>K. Kanatani, Statistical Optimization for Geometric Computation: Theory and Practice. (Elsevier Science B.V., Amsterdam, The Netherlands: 1996</text></nplcit>), <nplcit id="ncit0059" npl-type="b"><text>G. H. Golub, and C. F. Van Loan, Matrix Computations (The Johns Hopkins University Press, Baltimore, MD: 1996</text></nplcit>), and <nplcit id="ncit0060" npl-type="b"><text>F. R Gantmacher, The Theory of Matrices, Volume I. (AMS Chelsea Publishing, Providence, RI, 1977</text></nplcit>) for discussions on Hermitian pencils.

0135The characteristic polynomial of a regular <i>N</i> by <i>N</i> matrix-pencil. <maths id="math0194" num="(151)"><math display="block"><mi>p</mi><mfenced><mi>λ</mi></mfenced><mo>≡</mo><mi>det</mi><mfenced><mi mathvariant="bold">P</mi><mfenced><mi>λ</mi></mfenced></mfenced><mo>=</mo><mi>det</mi><mo>⁢</mo><mfenced><mi mathvariant="bold">A</mi><mo mathvariant="bold">-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced></math><img file="EP1500007B1_D0197.tif" /></maths> is by definition not identically zero for all values of λ. The degree of <i>p</i>(λ) is at most <i>N</i>. This means that there are <i>N</i> eigenvalues, which may be finite or infinite, with the roots of <i>p</i>(λ) = 0 being the finite eigenvalues of the matrix-pencil. The set of eigenvalues of the matrix-pencil, P(λ), are more commonly known as the "generalized" eigenvalues of the matrix <b>A</b> with respect to the matrix <b>B</b> and are defined by <maths id="math0195" num="(152)"><math display="block"><mi>λ</mi><mfenced><mi mathvariant="bold">A</mi><mi mathvariant="bold">B</mi></mfenced><mo>=</mo><mfenced open="{" close="}"><mi>z</mi><mo>∈</mo><mo>□</mo><mo>:</mo><mi>det</mi><mo>⁢</mo><mfenced><mi mathvariant="bold">A</mi><mo>-</mo><mi mathvariant="italic">z</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced><mo>=</mo><mn>0</mn></mfenced><mn>.</mn></math><img file="EP1500007B1_D0198.tif" /></maths>

0136The eigenvalues of a regular pencil are continuous functions of <b>A</b> and <b>B</b> thus small changes in <b>A</b> and <b>B</b> cause small changes in the eigenvalues. If the degree of the characteristic polynomial is less than <i>N</i> , then the pencil is said to have <i>N</i> - <i>M</i> infinite eigenvalues, where <i>M</i> is the degree of the characteristic polynomial <i>p</i>(λ). The set of all eigenvalues, λ(<b>A</b>, <b>B</b>), of a matrix-pencil is referred to as its spectra. See for example, and <nplcit id="ncit0061" npl-type="b"><text>F. R Gantmacher, The Theory of Matrices, Volume. II. (AMPS Chelsea Publishing, Providence, RI, 1989</text></nplcit>) , and <nplcit id="ncit0062" npl-type="b"><text>A. S. Markus, Introduction to the Spectral Theory of Polynomial Operator Pencils, Translation of Mathematical Monographs, Vol. 71. (American Mathematical Society, Providence, RI: 1988</text></nplcit>), <nplcit id="ncit0063" npl-type="s"><text>Z. Bai, J. Demmel, J. Dongarra, A. Ruhe, and H. van der Vorst, Templates for the Solution of Algebraic Eigenvalue Problems: A Practical Guide. (SIAM, Philadelphia, PA: 2000</text></nplcit>), <nplcit id="ncit0064" npl-type="b"><text>K. Kanatani, Statistical Optimization for Geometric Computation. Theory and Practice. (Elsevier Science B.V., Amsterdam, The Netherlands: 1996</text></nplcit>), <nplcit id="ncit0065" npl-type="b"><text>G. H. Golub and C. F. Van Loan, Matrix Computations. (The Johns Hopkins University Press, Baltimore, MD: 1996</text></nplcit>), and <nplcit id="ncit0066" npl-type="b"><text>F. R. Gantmacher, The Theory of Matrices, Volume I. (AMS Chelsea Publishing, Providence, RI, 1977</text></nplcit>) [45-50]. Note that as with the standard eigenvalues, an eigenvalue reduces the rank of the pencil by a value η<i>^geom</i>, which is referred to as the "geometric multiplicity" of the eigenvalue λ.

0137For each finite eigenvalue, any non-zero vector lying in the right null space of the matrix pencil evaluated at the eigenvalue is defined as a "right" eigenvector for that eigenvalue. <maths id="math0196" num="(153)"><math display="block"><mi mathvariant="bold">e</mi><mo>∈</mo><msub><mi>N</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><mi mathvariant="bold">A</mi><mo mathvariant="bold">-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced></math><img file="EP1500007B1_D0199.tif" /></maths> That is, for λ ∈ λ(A, B), any vector e that satisfies <maths id="math0197" num="(154)"><math display="block"><mfenced><mi mathvariant="bold">A</mi><mo mathvariant="bold">-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced><mo>⁢</mo><mi mathvariant="bold">e</mi><mo>=</mo><mn mathvariant="bold">0</mn><mo mathvariant="bold">,</mo><mspace width="1em" /><mi mathvariant="bold">e</mi><mo mathvariant="bold">≠</mo><mn mathvariant="bold">0</mn></math><img file="EP1500007B1_D0200.tif" /></maths> is an eigenvector corresponding to that eigenvalue. As with the eigenvalues of a matrix-pencil, the eigenvectors are often referred to as "generalized" eigenvectors.

0138For an infinite eigenvalue, any non-zero vector lying in the right null space of the matrix <b>B</b> is an eigenvector. That is any non-zero vector that satisfies <maths id="math0198" num="(155)"><math display="block"><mi mathvariant="bold">Be</mi><mo mathvariant="bold">=</mo><mn mathvariant="bold">0</mn></math><img file="EP1500007B1_D0201.tif" /></maths> corresponds to an eigenvalue λ=∞. An <i>N</i> by <i>N</i> regular matrix-pencil may not have <i>N</i> linearly independent eigenvectors. However, at least one independent eigenvector will exist for each distinct eigenvalue. As with standard eigenvectors, the set of generalized eigenvalues λ(<b>A, B)</b> is unique while the set of eigenvectors is not

0139Each regular matrix-pencil has two associated subspaces, denoted <i>X</i> and <i>Y</i> ., that have the same dimension and satisfy <maths id="math0199" num="(156)"><math display="block"><mtable><mtr><mtd><mi mathvariant="bold">Ax</mi><mo>∈</mo><mi>Y</mi><mo>,</mo><mi mathvariant="bold">Bx</mi><mo>∈</mo><mi>Y</mi></mtd><mtd><mo>∀</mo><mi mathvariant="bold">x</mi><mo>∈</mo><mi>X</mi></mtd></mtr></mtable><mn>.</mn></math><img file="EP1500007B1_D0202.tif" /></maths>

0140These subspaces are called right and left deflating subspaces, respectively. Further, <maths id="math0200" num="(157)"><math display="block"><msub><mi>span</mi><mrow><mi mathvariant="bold">x</mi><mo>∈</mo><mi>X</mi></mrow></msub><mfenced open="{" close="}"><mi mathvariant="bold">Ax</mi><mi mathvariant="bold">Bx</mi></mfenced><mo>=</mo><mi>Y</mi></math><img file="EP1500007B1_D0203.tif" /></maths> and therefore <maths id="math0201" num="(158)"><math display="block"><mi mathvariant="bold">A</mi><mo>⁢</mo><mi>X</mi><mo>+</mo><mi mathvariant="bold">B</mi><mo>⁢</mo><mi>X</mi><mo>=</mo><mi>Y</mi><mn>.</mn></math><img file="EP1500007B1_D0204.tif" /></maths> Deflating subspaces are important in the development of techniques for solving regular generalized eigen problems (See, for example,<nplcit id="ncit0067" npl-type="b"><text> P. Van Dooren, "Reducing Subspaces: Definitions, Properties, and Algorithm," Matrix Pencils, Proc. Pite Havsbad, Lecture Notes in Mathematics 973, Springer-Verlag, New York, NY, 1982, pp. 58-73</text></nplcit> ) [51], such as the QZ algorithm, which is currently considered the most powerful technique for solving dense non-Hermitian regular generalized eigen problems.

0141Finally, let <b>X</b> and <b>Y</b> be non-singular matrices where <maths id="math0202" num="(159)"><math display="block"><mover><mi mathvariant="bold">A</mi><mo>^</mo></mover><mo>=</mo><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">AX</mi><mspace width="2em" /><mover><mi mathvariant="bold">B</mi><mo>^</mo></mover><mo>=</mo><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">BX</mi><mspace width="1em" /><mn>.</mn></math><img file="EP1500007B1_D0205.tif" /></maths>

0142Then the matrix-pencil <maths id="math0203" num="(160)"><math display="block"><mover><mi mathvariant="bold">P</mi><mo>^</mo></mover><mfenced><mi>λ</mi></mfenced><mo>=</mo><mover><mi mathvariant="bold">A</mi><mo>^</mo></mover><mo>-</mo><mi>λ</mi><mo>⁢</mo><mover><mi mathvariant="bold">B</mi><mo>^</mo></mover></math><img file="EP1500007B1_D0206.tif" /></maths> is "equivalent" to the matrix-pencil <b>P</b>(λ) and <b>X</b> and <b>Y</b> are referred to as "equivalence transformations". The matrix-pencil <b>P̂</b>(λ) has the same eigenvalues as <b>P</b>(λ) and its right eigenvectors, denoted <b>ê</b>, are related to the right eigenvectors of the pencil <b>P</b>(λ) by the transformation <maths id="math0204" num="(161)"><math display="block"><mover><mi mathvariant="bold">e</mi><mo mathvariant="bold">^</mo></mover><mo mathvariant="bold">=</mo><msup><mi mathvariant="bold">X</mi><mrow><mo mathvariant="bold">-</mo><mn>1</mn></mrow></msup><mo>⁢</mo><mi mathvariant="bold">e</mi><mn mathvariant="bold">.</mn></math><img file="EP1500007B1_D0207.tif" /></maths>

Properties and Spectral Theory of Singular Matrix-Pencils

0143Matrix-pencils are singular if either they are rectangular or they are square and <maths id="math0205" num="(162)"><math display="block"><mi>det</mi><mfenced><mi mathvariant="bold">P</mi><mfenced><mi>λ</mi></mfenced></mfenced><mo>=</mo><mi>det</mi><mo>⁢</mo><mfenced><mi mathvariant="bold">A</mi><mo mathvariant="bold">-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced><mo>≡</mo><mn>0</mn><mspace width="1em" /><mo>∀</mo><mi>λ</mi></math><img file="EP1500007B1_D0208.tif" /></maths> holds. For a square pencil to be singular, both matrices <b>A</b> and <b>B</b> must be singular and have a common nullspace. That is <maths id="math0206" num="(163)"><math display="block"><mtable columnalign="left"><mtr><mtd><mi>det</mi><mfenced><mi mathvariant="bold">A</mi></mfenced><mo>=</mo><mi>det</mi><mfenced><mi mathvariant="bold">B</mi></mfenced><mo>=</mo><mn>0</mn></mtd></mtr><mtr><mtd><msub><mi mathvariant="normal">N</mi><mi>r</mi></msub><mfenced><mi mathvariant="bold">A</mi></mfenced><mo>=</mo><msub><mi mathvariant="normal">N</mi><mi>r</mi></msub><mfenced><mi mathvariant="bold">B</mi></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0209.tif" /></maths> are necessary and sufficient conditions for the pencil <b>P</b>(λ) to be singular. Both cases arise in practice and are significantly more difficult than regular pencils to handle. Since by definition the spatial fourth-order cumulant matrix is square, only square singular pencils are considered.

0144The characteristic polynomial of a singular <i>N</i> by <i>N</i> matrix-pencil is equal to zero for all functions of λ. Therefore, the eigenvalues of a singular pencil are discontinuous functions of the matrices <b>A</b> and <b>B</b> and care must be taken in defining the eigenvalues of singular pencils. Obviously, the eigenvalues can no longer be found by finding the roots of the characteristic polynomial. Instead, the concept of reducing subspaces is used to define the eigenvalues and eigenvectors of a singular pencil.

0145A pair of right and left reducing subspaces of the pencil <b>P</b>(λ), denoted <i>X</i> and Y respectively, satisfy <maths id="math0207" num="(164)"><math display="block"><mtable><mtr><mtd><mi mathvariant="bold">Ax</mi><mo>∈</mo><mi>Y</mi><mo>,</mo><mi mathvariant="bold">Bx</mi><mo>∈</mo><mi>Y</mi></mtd><mtd><mo>∀</mo><mi mathvariant="bold">x</mi><mo>∈</mo><mi>X</mi></mtd></mtr></mtable></math><img file="EP1500007B1_D0210.tif" /></maths> and <maths id="math0208" num="(165)"><math display="block"><msub><mi>span</mi><mrow><mi mathvariant="bold">x</mi><mo>∈</mo><mi>X</mi></mrow></msub><mfenced open="{" close="}"><mi mathvariant="bold">Ax</mi><mi mathvariant="bold">Bx</mi></mfenced><mo>=</mo><mi>Y</mi><mn>.</mn></math><img file="EP1500007B1_D0211.tif" /></maths> where the dimension of the right reducing subspace, <i>X</i>, is greater than the dimension of the left reducing subspace <i>Y</i> by the dimension of the right null space of the pencil over the field of all rational functions of λ. That is <maths id="math0209" num="(166)"><math display="block"><mi>dim</mi><mfenced><mi>X</mi></mfenced><mo>=</mo><mi>dim</mi><mfenced><mi>Y</mi></mfenced><mo>+</mo><mi>dim</mi><mo>⁢</mo><mfenced><msub><mi mathvariant="normal">N</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><mi mathvariant="bold">A</mi><mo mathvariant="bold">-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0212.tif" /></maths> The reducing subspaces play a role similar to that of deflating subspaces for regular pencils. The rank of a matrix-pencil is in general a constant <i>M</i> for most values of λ. <maths id="math0210" num="(167)"><math display="block"><mi>ρ</mi><mfenced><mi mathvariant="bold">P</mi><mfenced><mi>λ</mi></mfenced></mfenced><mo>=</mo><mi>M</mi></math><img file="EP1500007B1_D0213.tif" /></maths>

0146However, for a certain set of values the rank of the pencil is "reduced", thus motivating the concept of a reducing subspace. The set of values, denoted λ(<b>A</b>,<b>B</b>), that contain the values of λ that cause the rank of the singular pencil to "reduce" are the eigenvalues or spectra of the singular pencil. <maths id="math0211" num="(168)"><math display="block"><mi>λ</mi><mfenced><mi mathvariant="bold">A</mi><mi mathvariant="bold">B</mi></mfenced><mo>=</mo><mfenced open="{" close="}"><mi>z</mi><mo>∈</mo><mi mathvariant="double-struck">C</mi><mo>:</mo><mi>ρ</mi><mfenced><mi mathvariant="bold">A</mi><mo mathvariant="bold">,</mo><mi mathvariant="italic">z</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced><mo>&lt;</mo><mi>M</mi></mfenced></math><img file="EP1500007B1_D0214.tif" /></maths> The amount the rank of the pencil is reduced is the geometric multiplicity, η^geom, of the particular eigenvalue. <maths id="math0212" num="(169)"><math display="block"><msup><mi>η</mi><mi mathvariant="italic">geom</mi></msup><mo>=</mo><mi>M</mi><mo>-</mo><mi>ρ</mi><mfenced><mi mathvariant="bold">P</mi><mfenced><mi>λ</mi></mfenced></mfenced><mo>,</mo><mmultiscripts><mi>λ</mi><mprescripts /><mspace width="2em" /><none /></mmultiscripts><mo>∈</mo><mi>λ</mi><mfenced><mi mathvariant="bold">A</mi><mi mathvariant="bold">B</mi></mfenced><mn>.</mn></math><img file="EP1500007B1_D0215.tif" /></maths> Note that the eigenvalues of a singular matrix-pencil can be finite, infinite, or indeterminate.

0147For each finite eigenvalue, any non-zero vector lying in the right null space of the matrix pencil evaluated at the eigenvalue is defined as a "right" eigenvector corresponding to that eigenvalue. <maths id="math0213" num="(170)"><math display="block"><mi mathvariant="bold">e</mi><mo>∈</mo><msub><mi mathvariant="bold-italic">N</mi><mi>r</mi></msub><mo>⁢</mo><mfenced><mi mathvariant="bold">A</mi><mo mathvariant="bold">-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced></math><img file="EP1500007B1_D0216.tif" /></maths> That is, for λ ∈ λ (<b>A, B</b>), any vector e that satisfies <maths id="math0214" num="(171)"><math display="block"><mtable><mtr><mtd><mfenced><mi mathvariant="bold">A</mi><mo mathvariant="bold">-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced><mo>⁢</mo><mi mathvariant="bold">e</mi><mo mathvariant="bold">=</mo><mn mathvariant="bold">0</mn><mo mathvariant="bold">,</mo></mtd><mtd><mi mathvariant="bold">e</mi><mo mathvariant="bold">≠</mo><mn mathvariant="bold">0</mn></mtd></mtr></mtable></math><img file="EP1500007B1_D0217.tif" /></maths> is an eigenvector corresponding to that eigenvalue. For an indeterminate eigenvalue, any non-zero vector lying in the right null space of the matrix <b>B</b>, and thus in the right null space of matrix <b>A</b>, is an eigenvector corresponding to an indeterminate eigenvalue. Put in other words, any non-zero vector lying in the right nullspace of <b>A</b> (or <b>B</b>) is an eigenvector corresponding to an indefinite eigenvalue. Rewriting equation (171) and solving for λ results in <maths id="math0215" num="(172)"><math display="block"><mi>λ</mi><mo>=</mo><mfrac><mrow><msup><mi mathvariant="bold">e</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">Ae</mi></mrow><mrow><msup><mi mathvariant="bold">e</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">Be</mi></mrow></mfrac><mn>.</mn></math><img file="EP1500007B1_D0218.tif" /></maths> Clearly, if e lies in the common right null space of <b>A</b> and <b>B</b>, λ = 0/0 and thus the eigenvalue is indeterminate.

0148As with regular pencils, the concept of "strict" equivalence is now defined. Let <b>X</b> and <b>Y</b> be non-singular matrices that do not depend on λ where <maths id="math0216" num="(173)"><math display="block"><mover><mi mathvariant="bold">A</mi><mo>^</mo></mover><mo>=</mo><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">AX</mi><mspace width="2em" /><mover><mi mathvariant="bold">B</mi><mo>^</mo></mover><mo>=</mo><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">BX</mi><mspace width="1em" /><mn>.</mn></math><img file="EP1500007B1_D0219.tif" /></maths> Then the matrix-pencil <maths id="math0217" num="(174)"><math display="block"><mover><mi mathvariant="bold">P</mi><mo>^</mo></mover><mfenced><mi>λ</mi></mfenced><mo>=</mo><mover><mi mathvariant="bold">A</mi><mo>^</mo></mover><mo>-</mo><mi>λ</mi><mo>⁢</mo><mover><mi mathvariant="bold">B</mi><mo>^</mo></mover></math><img file="EP1500007B1_D0220.tif" /></maths> is "strictly equivalent" to the matrix-pencil <b>P</b>(λ) and <b>X</b> and <b>Y</b> are referred to as " strict equivalence transformations". The matrix-pencil <b>P̂</b>(λ) has the same eigenvalues as <b>P</b>(λ). Also, the right and left reducing of the matrix-pencil <b>P̂</b>(λ), <i>X̂</i> and <i>Ŷ</i>, are related to the right and left reducing subspaces of the pencil <b>P</b>(λ) by <maths id="math0218" num="(175)"><math display="block"><mtable><mtr><mtd><mover><mi>X</mi><mo>^</mo></mover><mo>=</mo><msup><mi mathvariant="bold">X</mi><mrow><mo>-</mo><mn>1</mn></mrow></msup><mo>⁢</mo><mi>X</mi></mtd><mtd><mover><mtable><mtr><mtd><mi>Y</mi></mtd></mtr></mtable><mo>^</mo></mover></mtd></mtr></mtable><mo>=</mo><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi>Y</mi><mn>.</mn></math><img file="EP1500007B1_D0221.tif" /></maths> The consequence of the effect of the equivalence transformation on the reducing subspaces is that the right eigenvectors of <b>P̂</b>(λ), denoted <b>ê</b> , are related to the right eigenvectors of the pencil <b>P</b>(λ) by the transformation <maths id="math0219" num="(176)"><math display="block"><mover><mi mathvariant="bold">e</mi><mo mathvariant="bold">^</mo></mover><mo mathvariant="bold">=</mo><msup><mi mathvariant="bold">X</mi><mrow><mo mathvariant="bold">-</mo><mn>1</mn></mrow></msup><mo>⁢</mo><mi mathvariant="bold">e</mi><mn mathvariant="bold">.</mn></math><img file="EP1500007B1_D0222.tif" /></maths>

Wide Sense Equivalence of Matrix-Pencils

0149The term "strict" equivalence was emphasized previously herein to distinguish it from what is defined here as "wide sense" equivalence. Given the <i>M</i> by <i>N</i> full row rank matrices <b>X</b> and <b>Y</b> that are independent of λ, where <maths id="math0220" num="(177)"><math display="block"><mover><mi mathvariant="bold">A</mi><mo>^</mo></mover><mo>≡</mo><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">AX</mi><mspace width="2em" /><mover><mi mathvariant="bold">B</mi><mo>^</mo></mover><mo>≡</mo><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">BX</mi><mspace width="1em" /></math><img file="EP1500007B1_D0223.tif" /></maths> then the <i>N</i> by <i>N</i> singular pencil <b>P̂</b>(λ) is said to be wide sense equivalent to the <i>M</i> by <i>M</i> non-singular pencil <b>P</b>(λ) where <maths id="math0221" num="(178)"><math display="block"><mover><mi mathvariant="bold">P</mi><mo>^</mo></mover><mfenced><mi>λ</mi></mfenced><mo>=</mo><mover><mi mathvariant="bold">A</mi><mo>^</mo></mover><mo>-</mo><mi>λ</mi><mo>⁢</mo><mover><mi mathvariant="bold">B</mi><mo>^</mo></mover><mn>.</mn></math><img file="EP1500007B1_D0224.tif" /></maths> Note that having rectangular <b>X</b> or <b>Y</b> is a sufficient condition to guarantee that <b>P̂</b>(λ) is singular.

0150It will now be determined if the wide sense equivalence transformations preserve the spectra of <b>P</b>(λ) and if the eigenvectors of <b>P̂</b>(λ) are related to the eigenvectors of the non-singular pencil <b>P</b>(λ) by some equivalence transformation. To show this is true, let λ̂ ∈ λ̂ (<b>Â B̂</b>), λ̂ (<b>Â, B̂</b>) ⊂ λ (<b>Â, B̂</b>) and <b>ê</b> be a finite or infinite generalized eigenvalue and associated eigenvector of the singular pencil <b>P̂</b>(λ). Since the <i>M</i> by <i>N</i> matrix <b>X</b> has full row rank it has a "right" inverse. That is a <i>N</i> by <i>M</i> matrix <b>X</b>^-1<i>r</i> exists such that <maths id="math0222" num="(179)"><math display="block"><msup><mi mathvariant="bold">XX</mi><mrow><mo mathvariant="bold">-</mo><mn>1</mn><mo>⁢</mo><mi>r</mi></mrow></msup><mo mathvariant="bold">=</mo><msub><mi mathvariant="bold">I</mi><mi>M</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0225.tif" /></maths> Also, since the matrix <b>Y</b> has full row rank, <b>Y^H</b> has full column rank and therefore <b>Y^H</b> has a "left" inverse. That is a <i>M</i> by <i>N</i> matrix (<b>Y^H</b>)^-1/ exists such that <maths id="math0223" num="(180)"><math display="block"><msup><mfenced><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup></mfenced><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>l</mi></mrow></msup><mo>⁢</mo><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>=</mo><msub><mi mathvariant="bold">I</mi><mi>M</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0226.tif" /></maths> Clearly <maths id="math0224" num="(181)"><math display="block"><msup><mfenced><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup></mfenced><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>l</mi></mrow></msup><mo>⁢</mo><mover><mi mathvariant="bold">P</mi><mo>^</mo></mover><mfenced><mi>λ</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">X</mi><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>r</mi></mrow></msup><mo>=</mo><msup><mfenced><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup></mfenced><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>l</mi></mrow></msup><mo>⁢</mo><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mfenced><mi mathvariant="bold">A</mi><mo mathvariant="bold">-</mo><mi mathvariant="italic">λ</mi><mo>⁢</mo><mi mathvariant="bold">B</mi></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">XX</mi><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>r</mi></mrow></msup><mo>=</mo><mi mathvariant="bold">P</mi><mfenced><mi>λ</mi></mfenced><mn>.</mn></math><img file="EP1500007B1_D0227.tif" /></maths> The generalized eigenvalue problem is formulated as <maths id="math0225" num="(182)"><math display="block"><mover><mi mathvariant="bold">A</mi><mo>^</mo></mover><mo>⁢</mo><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mo>=</mo><mover><mi>λ</mi><mo>^</mo></mover><mo>⁢</mo><mover><mi mathvariant="bold">B</mi><mo>^</mo></mover><mo>⁢</mo><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mn>.</mn></math><img file="EP1500007B1_D0228.tif" /></maths> Define the <i>N</i> by 1 vector <b>y</b> as <maths id="math0226" num="(183)"><math display="block"><mi mathvariant="bold">y</mi><mo>≡</mo><msup><mfenced open="[" close="]"><msup><mfenced><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup></mfenced><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>l</mi></mrow></msup></mfenced><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">e</mi></math><img file="EP1500007B1_D0229.tif" /></maths> where e is an eigenvector of the matrix-pencil <b>P</b>(λ). The products <b>y^HÂê</b> and <b>y</b>^H<b>B̂ê</b> are scalars, therefore <maths id="math0227" num="(184)"><math display="block"><mover><mi>λ</mi><mo>^</mo></mover><mo>=</mo><mfrac><mrow><msup><mi mathvariant="bold">y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mover><mi mathvariant="bold">A</mi><mo>^</mo></mover><mo>⁢</mo><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover></mrow><mrow><msup><mi mathvariant="bold">y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mover><mi mathvariant="bold">B</mi><mo>^</mo></mover><mo>⁢</mo><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover></mrow></mfrac><mn>.</mn></math><img file="EP1500007B1_D0230.tif" /></maths> Similarly, an eigenvalue of the non-singular pencil <b>P</b>(λ) is <maths id="math0228" num="(185)"><math display="block"><mi>λ</mi><mo>=</mo><mfrac><mrow><msup><mi mathvariant="bold">e</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">Ae</mi></mrow><mrow><msup><mi mathvariant="bold">e</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">Be</mi></mrow></mfrac><mn>.</mn></math><img file="EP1500007B1_D0231.tif" /></maths>

0151Substituting (177) in to equation (184) results in <maths id="math0229" num="(186)"><math display="block"><mover><mi>λ</mi><mo>^</mo></mover><mo>=</mo><mfrac><mrow><msup><mi mathvariant="bold">y</mi><mi mathvariant="bold">H</mi></msup><mfenced><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">AX</mi></mfenced><mo>⁢</mo><mover><mi mathvariant="bold">e</mi><mo mathvariant="bold">^</mo></mover></mrow><mrow><msup><mi mathvariant="bold">y</mi><mi mathvariant="bold">H</mi></msup><mfenced><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">BX</mi></mfenced><mo>⁢</mo><mover><mi mathvariant="bold">e</mi><mo mathvariant="bold">^</mo></mover></mrow></mfrac><mn>.</mn></math><img file="EP1500007B1_D0232.tif" /></maths> Then, using equation (183), (186) becomes <maths id="math0230" num="(187)"><math display="block"><mover><mi>λ</mi><mo>^</mo></mover><mo>=</mo><mfrac><mrow><msup><mi mathvariant="bold">e</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><msup><mfenced><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup></mfenced><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>l</mi></mrow></msup><mfenced><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">AX</mi></mfenced><mo>⁢</mo><mover><mi mathvariant="bold">e</mi><mo mathvariant="bold">^</mo></mover></mrow><mrow><msup><mi mathvariant="bold">e</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><msup><mfenced><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup></mfenced><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>l</mi></mrow></msup><mfenced><msup><mi mathvariant="bold">Y</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">BX</mi></mfenced><mo>⁢</mo><mover><mi mathvariant="bold">e</mi><mo mathvariant="bold">^</mo></mover></mrow></mfrac><mo>=</mo><mfrac><mrow><msup><mi mathvariant="bold">e</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">AX</mi><mo>⁢</mo><mover><mi mathvariant="bold">e</mi><mo mathvariant="bold">^</mo></mover></mrow><mrow><msup><mi mathvariant="bold">e</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">BX</mi><mo>⁢</mo><mover><mi mathvariant="bold">e</mi><mo mathvariant="bold">^</mo></mover></mrow></mfrac><mn>.</mn></math><img file="EP1500007B1_D0233.tif" /></maths> Clearly every finite or infinite λ̂ ∈ λ̂ (<b>Â</b>, <b>B̂</b>) is an eigenvalue of the pencil <b>P</b>(λ) with a corresponding eigenvector <maths id="math0231" num="(188)"><math display="block"><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mo>=</mo><msup><mi mathvariant="bold">X</mi><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>r</mi></mrow></msup><mo>⁢</mo><mi mathvariant="bold">e</mi><mn>.</mn></math><img file="EP1500007B1_D0234.tif" /></maths> It can therefore be concluded that the set of finite and infinite eigenvalues of <b>P̂</b> (λ) λ̂ (<b>Â</b>, <b>B̂</b>) is equal to the set of eigenvalues of the non-singular pencil. That is <maths id="math0232" num="(189)"><math display="block"><mover><mi>λ</mi><mo>^</mo></mover><mfenced><mover><mi mathvariant="bold">A</mi><mo>^</mo></mover><mover><mi mathvariant="bold">B</mi><mo>^</mo></mover></mfenced><mo>=</mo><mi>λ</mi><mfenced><mi mathvariant="bold">A</mi><mi mathvariant="bold">B</mi></mfenced></math><img file="EP1500007B1_D0235.tif" /></maths> and that the eigenvector <b>ê</b> of <b>P̂</b>(λ) is related to the eigenvector of <b>P</b>(λ) by the equivalence transformation <maths id="math0233" num="(190)"><math display="block"><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mo>=</mo><msup><mi mathvariant="bold">X</mi><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>r</mi></mrow></msup><mo>⁢</mo><mi mathvariant="bold">e</mi><mn>.</mn></math><img file="EP1500007B1_D0236.tif" /></maths>

The Spatial Fourth-Order Cumulant Matrix-Pencil: Definition and Properties

0152The spatial fourth-order cumulant matrix-pencil is defined on a pair on a pair of two spatial fourth-order cumulant matrices at delay lags (0,0,0) and (τ₁,τ₂,τ₃), as <maths id="math0234" num="(191)"><math display="block"><msub><mi mathvariant="bold">P</mi><mi mathvariant="bold">x</mi></msub><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>≡</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0237.tif" /></maths> where the set of non-zero delay lags is denoted in vector form as <o ostyle="single">τ</o> ≡ [τ₁,τ₂,τ₃]. As with the spatial fourth-order cumulant matrix, there are in three definitions for the spatial fourth-order cumulant matrix-pencil; each corresponding to the definition used for the pair spatial fourth-order cumulant matrices. Spatial fourth-order cumulant matrix-pencil 1 uses a pair of spatial fourth-order cumulant matrices 1 and is given in equation (191) above. Spatial fourth-order cumulant matrix-pencil 2 is defined on a pair of spatial fourth-order cumulant matrices using definition 2 as <maths id="math0235" num="(192)"><math display="block"><msubsup><mi mathvariant="bold">P</mi><mi mathvariant="bold">x</mi><mi>ʹ</mi></msubsup><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>≡</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0238.tif" /></maths>

0153Finally, spatial fourth-order cumulant matrix-pencil 3 is defined on a pair of spatial fourth-order cumulant matrices using definition 3 as <maths id="math0236" num="(193)"><math display="block"><msubsup><mi mathvariant="bold">P</mi><mi mathvariant="bold">x</mi><mi>ʹʹ</mi></msubsup><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>≡</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0239.tif" /></maths> Since it was shown in Chapter 4 that all three definitions have similar matrix properties if the Hadamard product preserves rank, the properties for spatial fourth-order cumulant matrix-pencil 1 are derived and any differences for spatial fourth-order cumulant matrix-pencils 2 and 3 noted.

Spatial Fourth-Order Cumulant Matrix-Pencil Property 1

0154Spatial fourth-order cumulant matrix-pencil 1 can be factored into Hermitian form as <maths id="math0237" num="(194)"><math display="block"><msub><mi mathvariant="bold">P</mi><mi mathvariant="bold">r</mi></msub><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>=</mo><msub><mi mathvariant="bold">VP</mi><mi mathvariant="bold">r</mi></msub><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></math><img file="EP1500007B1_D0240.tif" /></maths> where V is the mixing matrix and <b>P_r</b>(λ, τ̅) is an <i>M</i> by <i>M</i> matrix-pencil on a pair of diagonal signal cumulant matrices. <maths id="math0238" num="(195)"><math display="block"><msub><mi mathvariant="bold">P</mi><mi mathvariant="bold">r</mi></msub><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>=</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0241.tif" /></maths>

0155Spatial fourth-order cumulant matrix-pencils 2 and 3 can be factored in to the bilinear form <maths id="math0239" num="(196)"><math display="block"><msubsup><mi mathvariant="bold">P</mi><mi mathvariant="bold">x</mi><mi>ʹ</mi></msubsup><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>=</mo><mover><mi mathvariant="bold">V</mi><mo> ˜</mo></mover><mo>⁢</mo><msub><mi mathvariant="bold">P</mi><mi mathvariant="bold">r</mi></msub><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></math><img file="EP1500007B1_D0242.tif" /></maths> and <maths id="math0240" num="(197)"><math display="block"><msubsup><mi mathvariant="bold">P</mi><mi mathvariant="bold">x</mi><mi>ʹʹ</mi></msubsup><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>=</mo><mover><mi mathvariant="bold">V</mi><mo> ˜</mo></mover><mo>*</mo><msub><mi mathvariant="bold">P</mi><mi mathvariant="bold">r</mi></msub><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">T</mi></msup></math><img file="EP1500007B1_D0243.tif" /></maths> respectively.

Spatial Fourth-Order Cumulant Matrix-Pencil Property 2

0156The rank of spatial fourth-order cumulant matrix-pencil 1 equals the number of signals, <i>M</i>, for "most" values of λ if <b>V</b> has full column rank. That is, for <maths id="math0241"><math display="inline"><mi>λ</mi><mo>∉</mo><mi>λ</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0244.tif" /></maths> and ρ(<b>V</b>)=<i>M</i>, <maths id="math0242" num="(198)"><math display="block"><mi>ρ</mi><mfenced><msub><mi mathvariant="bold">P</mi><mi mathvariant="bold">x</mi></msub><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced></mfenced><mo>=</mo><mi>M</mi><mn>.</mn></math><img file="EP1500007B1_D0245.tif" /></maths> Spatial fourth-order cumulant matrix-pencils 2 and 3 possess the same property if the Hadamard product (196) preserves rank.

Spatial Fourth-Order Cumulant Matrix-Pencil Property 3

0157The spatial fourth-order cumulant matrix-pencil is in general non-Hermitian. It is a regular pencil if <i>M</i> = <i>N</i> and <b>V</b> has full column rank, otherwise, when <i>M</i> &lt; <i>N</i> or if <b>V</b> does not have full column rank it is a singular pencil. Spatial fourth-order cumulant matrix-pencils 2 and 3 additionally require that the Hadamard product given in (4.65) preserve the rank of <b>V</b> for the pencil to be regular.

Spatial Fourth-Order Cumulant Matrix-Pencil Property 4

0158The spatial fourth-order cumulant matrix-pencil, <b>P</b>_x(λ, τ̅), is strictly equivalent to the regular pencil <b>P_r</b>(λ, τ̅) if <b>P_x</b>(λ, τ̅) is a regular pencil. Otherwise, the spatial fourth-order cumulant matrix-pencil, <b>P_x</b>(λ, τ̅), is wide sense equivalent to the regular pencil <b>P_r</b>(λ, τ̅) if the mixing matrix has full column rank. Spatial fourth-order cumulant matrix-pencils <maths id="math0243"><math display="inline"><msubsup><mi mathvariant="bold">P</mi><mi mathvariant="bold">x</mi><mi>ʹ</mi></msubsup><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced></math><img file="EP1500007B1_D0246.tif" /></maths> and <maths id="math0244"><math display="inline"><msubsup><mi mathvariant="bold">P</mi><mi mathvariant="bold">x</mi><mi>ʹʹ</mi></msubsup><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced></math><img file="EP1500007B1_D0247.tif" /></maths> additionally require that the Hadamard product given in equation (4.65) preserve rank.

Spectral Analysis of the Spatial Fourth-Order Cumulant Matrix-Pencil

0159The spectral theory of the spatial fourth-order cumulant matrix-pencil is explored in two manners. First exploiting the equivalence, strict or wide sense, it will be show that the finite spectra of the pencil <b>P_x</b> (λ, τ̅) has a one-to-one mapping to set of signal fourth-order cumulants and thus each generalized eigenvalue can be associated with a source and its associated eigenvector with the signal's steering vector. The same relation is then shown by using the outer product expansion of the eigenvalue problem and the linear independence of the steering vectors. In both cases <b>V</b> is assumed to have full column rank and it is the finite generalized eigenvalues and their associated eigenvectors that are the focus since it is only the signal subspace that is of interest. As before, spectral theory for spatial fourth-order cumulant matrix-pencil 1 will be presented and any differences that may arise for spatial fourth-order cumulant matrix-pencils 2 and 3 will be noted.

0160From property 4 of the spatial fourth-order cumulant matrix-pencil, <b>P_x</b>(λ, τ̅) is equivalent, in a strict or wide sense, to the <i>M</i> by <i>M</i> regular pencil <b>P_r</b>(λ, τ̅). By the definition of equivalence, the set of finite and infinite spectra eigenvalues of <maths id="math0245"><math display="inline"><msub><mi mathvariant="bold">P</mi><mi mathvariant="bold">x</mi></msub><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>=</mo><mover><mi>λ</mi><mo>^</mo></mover><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>,</mo></math><img file="EP1500007B1_D0248.tif" /></maths> is equal to the spectra of the pencil <b>P_r</b>(λ, τ̅), <maths id="math0246"><math display="inline"><mi>λ</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0249.tif" /></maths><maths id="math0247" num="(199)"><math display="block"><mover><mi>λ</mi><mo>^</mo></mover><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mi>λ</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0250.tif" /></maths>

0161Clearly if <b>P_x</b>(λ, τ̅) is regular then <maths id="math0248" num="(200)"><math display="block"><mover><mi>λ</mi><mo>^</mo></mover><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mi>λ</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0251.tif" /></maths> Since the pencil <b>P_r</b>(λ, τ̅) is regular, its spectra can be determined by finding the roots of its determinate set equal to zero. Since <b>P_r</b>(λ, τ̅) is diagonal by definition, the determinate will be the product of its diagonal components, i.e. <maths id="math0249" num="(201)"><math display="block"><mi>det</mi><mfenced><msub><mi mathvariant="bold">P</mi><mi mathvariant="bold">r</mi></msub><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced></mfenced><mo>=</mo><mstyle displaystyle="true"><munderover><mo mathvariant="normal">∏</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover></mstyle><mfenced><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></math><img file="EP1500007B1_D0252.tif" /></maths> By inspection of (201), the spectra of <b>P_r</b>(λ, τ̅) is the set <maths id="math0250" num="(202)"><math display="block"><mi>λ</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>=</mo><mo>:</mo><mfenced open="{" close="}"><mi mathvariant="normal">z</mi><mo>∈</mo><mi mathvariant="double-struck">C</mi><mo>:</mo><mo>:</mo><mi>z</mi><mo>=</mo><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac><mo>,</mo><mi>j</mi><mo>∈</mo><mfenced open="{" close="}"><mn>1</mn><mo>…</mo><mi>M</mi></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0253.tif" /></maths> By Assumption A2 the signal cumulants are strictly non-zero and as such the spectra will contain <i>M</i> finite, non-zero eigenvalues, counting multiplicities, each corresponding to the ratio of a particular signal's cumulants at a zero and non-zero set of lags. Since the eigenvalues maybe complex, there is no fixed way to order them. For convenience, however, they will be ordered by their association with the <i>j^th</i> signal as λ<i>_j</i>, i.e. <maths id="math0251" num="(203)"><math display="block"><msub><mi>λ</mi><mn>1</mn></msub><mo>=</mo><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac></math><img file="EP1500007B1_D0254.tif" /></maths> Of the <i>M</i> eigenvalues, there may only be <i>K</i> distinct values they assume, denoted as µ<i>_k ,</i> with each value having a multiplicity of η<i>_k</i>. Therefore, the eigenvalues can be grouped into <i>K</i> sets, denoted <maths id="math0252"><math display="inline"><msub><mi>λ</mi><mi>k</mi></msub><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>,</mo></math><img file="EP1500007B1_D0255.tif" /></maths> that contain the eigenvalues equal to µ<i>_k.</i><maths id="math0253" num="(204)"><math display="block"><msub><mi>λ</mi><mi>k</mi></msub><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>⁢</mo><munder><mi>Δ</mi><mo>=</mo></munder><mfenced open="{" close="}"><msub><mi>λ</mi><mi>j</mi></msub><mo>∈</mo><mi mathvariant="double-struck">C</mi><mo>:</mo><msub><mi>λ</mi><mi>j</mi></msub><mo>=</mo><msub><mi>μ</mi><mi>k</mi></msub></mfenced></math><img file="EP1500007B1_D0256.tif" /></maths>

0162Note that for a diagonal regular pencil, <maths id="math0254"><math display="inline"><msubsup><mi mathvariant="italic">η</mi><mi mathvariant="italic">k</mi><mi mathvariant="italic">geom</mi></msubsup><mo mathvariant="italic">=</mo><msubsup><mi mathvariant="italic">η</mi><mi mathvariant="italic">k</mi><mi mathvariant="italic">alg</mi></msubsup><mo>=</mo><msub><mi>η</mi><mi>k</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0257.tif" /></maths> Clearly, <maths id="math0255" num="(205)"><math display="block"><mtable columnalign="left"><mtr><mtd><mi>λ</mi><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mtd><mtd><mo>=</mo><msub><mi>λ</mi><mn>1</mn></msub><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>∪</mo><mo>…</mo></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>∪</mo><msub><mi>λ</mi><mi>K</mi></msub><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0258.tif" /></maths> For each µ<i>_k</i> there are η<i>_k</i> signals with the identical ratio of their cumulant at zero lags to their cumulant at non-zero lags. This ratio is the inverse of what will be defined in the subsequent chapter as the normalized fourth-order auto-cumulant.

0163A "right" eigenvector corresponding to a particular eigenvalue for a regular pencil will be a non-zero vector that lies in the right null space of the pencil evaluated at the eigenvalue. <maths id="math0256" num="(206)"><math display="block"><msub><mi mathvariant="bold">P</mi><mi mathvariant="bold">r</mi></msub><mfenced><mi>λ</mi><mo>=</mo><msub><mi>λ</mi><mi>j</mi></msub><mo>,</mo><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>⁢</mo><msub><mi mathvariant="bold">e</mi><mi>j</mi></msub><mo>=</mo><mn mathvariant="bold">0</mn></math><img file="EP1500007B1_D0259.tif" /></maths> The eigenvector e<i>_j</i> is a <i>M</i> by 1 vector with <i>M -</i> η<i>_k</i> zeros in the positions with indices corresponding to the columns of the diagonal pencil containing non-zero elements when evaluated at λ = λ<i>_j</i> = µ<i>_k</i>, a distinct eigenvalue. This is now illustrated with an example.

0164For example, the <i>M</i> by <i>M</i> diagonal pencil, <i>M</i> > 3, has the form <maths id="math0257"><math display="block"><msub><mi mathvariant="bold">P</mi><mi mathvariant="bold">r</mi></msub><mfenced><mi>λ</mi><mover><mi mathvariant="bold">τ</mi><mo> ‾</mo></mover></mfenced><mo>=</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msubsup><mi>c</mi><msub><mi>r</mi><mn>1</mn></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mn>1</mn></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd><mtd><mn>0</mn></mtd><mtd><mo>⋯</mo></mtd><mtd><mo>⋯</mo></mtd><mtd><mn>0</mn></mtd></mtr><mtr><mtd><mn>0</mn></mtd><mtd><mo>⋱</mo></mtd><mtd><mspace width="1em" /></mtd><mtd><mspace width="1em" /></mtd><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd><mtd><mspace width="1em" /></mtd><mtd><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd><mtd><mspace width="1em" /></mtd><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd><mtd><mspace width="1em" /></mtd><mtd><mspace width="2em" /></mtd><mtd><mo>⋱</mo></mtd><mtd><mn>0</mn></mtd></mtr><mtr><mtd><mn>0</mn></mtd><mtd><mo>⋯</mo></mtd><mtd><mo>⋯</mo></mtd><mtd><mn>0</mn></mtd><mtd><msubsup><mi>c</mi><msub><mi>r</mi><mi>M</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>-</mo><mi>λ</mi><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>M</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd></mtr></mtable></mfenced></math><img file="EP1500007B1_D0260.tif" /></maths> If <maths id="math0258"><math display="block"><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mn>1</mn></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mn>1</mn></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac><mo>=</mo><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mn>3</mn></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mn>3</mn></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac></math><img file="EP1500007B1_D0261.tif" /></maths> then <maths id="math0259"><math display="block"><msub><mi>λ</mi><mn>1</mn></msub><mo>=</mo><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mn>1</mn></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mn>1</mn></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac><mo>=</mo><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mn>3</mn></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mn>3</mn></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac><mo>=</mo><msub><mi>λ</mi><mn>3</mn></msub><mo>=</mo><msub><mi>μ</mi><mn>1</mn></msub></math><img file="EP1500007B1_D0262.tif" /></maths>

0165and the distinct eigenvalue µ₁ has a multiplicity of two. The eigenvectors corresponding to the eigenvalues λ₁ and λ₃ have the form <maths id="math0260"><math display="block"><mtable><mtr><mtd><msub><mi mathvariant="bold">e</mi><mi>j</mi></msub><mo>=</mo><msup><mfenced open="[" close="]"><msub><mi>e</mi><mrow><mn>1</mn><mo>⁢</mo><mi>j</mi></mrow></msub><mspace width="1em" /><mn>0</mn><mspace width="1em" /><msub><mi>e</mi><mrow><mn>3</mn><mo>⁢</mo><mi>j</mi></mrow></msub><mspace width="1em" /><mn>0</mn><mspace width="1em" /><mo>⋯</mo><mspace width="1em" /><mn>0</mn></mfenced><mi>T</mi></msup></mtd><mtd><mi>j</mi><mo>∈</mo><mfenced open="{" close="}"><mn>1</mn><mn>3</mn></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0263.tif" /></maths> where e_1<i>j</i> and e_3<i>j</i> are arbitrary scalars, both not equal to zero. Clearly the eigenvectors are not unique, however the locations of the non-zero elements are and the eigenvectors are uniquely associated with the signals.

0166A set of <i>M</i> eigenvectors is required. However, when there are only <i>K</i> distinct eigenvalues, care must be taken in selecting the eigenvectors corresponding to a repeated proper value so that subsequent separation stages may be used to separate the signals associated with a repeated eigenvalue. The constraints for finding eigenvectors corresponding to repeated eigenvalues will be discussed in the following chapter.

0167Consider now the spatial fourth-order cumulant matrix-pencil, <b>P_x</b>(λ, τ̅). If the mixing matrix <b>V</b> is assumed to have full column rank, then by spatial fourth-order cumulant matrix-pencil property 4, <b>P_x</b>(λ, τ̅) is equivalent, either strictly or in a wide sense, to the pencil <b>P_r</b>(λ, τ̅). Thus, the pencil <b>P_x</b>(λ, τ̅) has the same finite and infinite eigenvalues as <b>P_r</b> (λ, τ̅) and the eigenvectors of <b>P_x</b> (λ, τ̅) , designated <b>ê</b><i>_j</i>, corresponding to the finite eigenvalues are related to the eigenvectors of <b>P_r</b>(λ, τ̅) by <maths id="math0261" num="(207)"><math display="block"><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub><mo>=</mo><msup><mfenced><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></mfenced><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>r</mi></mrow></msup><mo>⁢</mo><msub><mi mathvariant="bold">e</mi><mi>j</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0264.tif" /></maths> Since the rows of <b>V^H</b> are the conjugated signal steering vectors by definition, for <maths id="math0262" num="(208)"><math display="block"><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><msup><mfenced><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></mfenced><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>r</mi></mrow></msup><mo>=</mo><msub><mi mathvariant="bold">I</mi><mi mathvariant="bold-italic">M</mi></msub></math><img file="EP1500007B1_D0265.tif" /></maths> the columns of (<b>V^H</b>)^-1<i>r</i> must be orthogonal to all steering vectors except the one in the row with the index corresponding to its own column index. Therefore, the columns of (<b>V^H</b>)^-1<i>r</i> are uniquely associated with a signal's steering vector. Thus it can be seen that <maths id="math0263" num="(209)"><math display="block"><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><mi mathvariant="bold">V</mi><mo>=</mo><msup><mfenced open="{" close="}"><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub></mfenced><mi mathvariant="bold">H</mi></msup><mo>=</mo><msup><mfenced open="{" close="}"><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><msup><mfenced><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></mfenced><mrow><mo>-</mo><mn>1</mn><mo>⁢</mo><mi>r</mi></mrow></msup><mo>⁢</mo><msub><mi mathvariant="bold">e</mi><mi>j</mi></msub></mfenced><mi mathvariant="bold">H</mi></msup><mo>=</mo><msubsup><mi mathvariant="bold">e</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mn>.</mn></math><img file="EP1500007B1_D0266.tif" /></maths> Thus the eigenvectors, <b>ê</b><i>_j</i>, can be used to blindly separate the signals. As mentioned earlier, the selection of the eigenvectors corresponding to a repeated eigenvalue must be done with care. Clearly the output of <maths id="math0264"><math display="inline"><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><mi mathvariant="bold">V</mi></math><img file="EP1500007B1_D0267.tif" /></maths> will be a linear combination of the rows of the mixing matrix and thus will result in a vector who is linear combination of the rows of the steering vectors of the signals associated with the eigenvector, that is the rows of <b>V</b> corresponding to the non-zero elements of <b>e</b><i>_j</i>. For spatial fourth-order cumulant matrix-pencils 2 and 3, if the Hadamard product preserves the rank of <b>V</b>, then a similar result is found by exploiting a corresponding equivalence transformation between the "left" eigenvectors of the pencils <b>P</b>_r (λ, τ̅) and <b>P_x</b>(λ, τ̅) . Note that similar results will be achieved with the left eigenvectors, i.e. those 1 by <i>N</i> vectors, <b>d̂</b><i>_j</i>, that lie in the left null space of the pencil evaluated at the eigenvalue.

0168The preceding spectral analysis of the spatial fourth-order cumulant matrix-pencil can be performed in an alternative way by expanding the pencil into a sum of outer products and exploiting the linear independence of the steering vectors. The generalized (right) eigenvalue problem for the matrix-pencil <b>P_x</b>(λ, τ̅) is defined as <maths id="math0265" num="(210)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>k</mi></msub><mo>=</mo><msub><mi>μ</mi><mi>k</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>k</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0268.tif" /></maths>

0169Substituting equation (87) for the spatial fourth-order cumulant matrix in (210) and rearranging terms results in <maths id="math0266" num="(211)"><math display="block"><mstyle displaystyle="true"><munderover><mo>∑</mo><mrow><mi>j</mi><mo>=</mo><mn>1</mn></mrow><mi>M</mi></munderover><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><mfenced open="[" close="]"><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>-</mo><msub><mi>μ</mi><mi>k</mi></msub><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>k</mi></msub><mo>=</mo><mn mathvariant="bold">0</mn><mn>.</mn></mstyle></math><img file="EP1500007B1_D0269.tif" /></maths>

0170If the mixing matrix is assumed to have full column rank its columns are linearly independent and thus <maths id="math0267" num="(212)"><math display="block"><mfenced open="[" close="]"><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>-</mo><msub><mi>μ</mi><mi>k</mi></msub><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>k</mi></msub><mo>=</mo><mn>0</mn></math><img file="EP1500007B1_D0270.tif" /></maths> for all <i>j</i> for the equality in equation 211 to hold. This leads to the <maths id="math0268" num="(213)"><math display="block"><msub><mi>μ</mi><mi>k</mi></msub><mo>=</mo><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac></math><img file="EP1500007B1_D0271.tif" /></maths> for any <i>j</i> when <maths id="math0269"><math display="inline"><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>k</mi></msub><mo>≠</mo><mn>0.</mn></math><img file="EP1500007B1_D0272.tif" /></maths>. Since by property 5 <b>V^H</b> and <maths id="math0270"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0273.tif" /></maths> have a common right null space, any eigenvector that lies in the right null space of <b>V^H</b> has a corresponding indeterminate eigenvalue, since <b>ê</b><i>_k</i> can only lie in the null space of <b>V^H</b> if the pencil is singular. Therefore, as with the equivalence approach presented previously, the eigenvalues and their associated eigenvectors are uniquely associated with the source signals with the ratio <maths id="math0271" num="(214)"><math display="block"><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac></math><img file="EP1500007B1_D0274.tif" /></maths> acting as a discriminant. Similar results hold for spatial fourth-order cumulant matrix-pencils two and three if the modified mixing matrix <b>Ṽ</b> has full column rank.

0171A blind source separation technique in accordance with the present invention is described utilizing all three spatial fourth-order cumulant matrix definitions and the conditions of identifiability are discussed. A normalization method is also developed to allow the separation algorithm to maximize the separation power efficiency (SPE). The concept of a normalized fourth-order auto-cumulant is presented and a method of selecting eigenvectors for repeated eigenvalues to facilitate cascaded processing is developed.

0172<figref idref="f0005">Figure 5</figref> is a functional block diagram of a blind source technique and processor in accordance with an embodiment of the present invention. Blindly separating <i>M</i> statistically independent source signals under the narrowband assumption requires finding a <i>N</i> by <i>M</i> separation matrix <b>W</b> that will diagonalize the mixing matrix <b>V</b>. That is, from equation (39), a separation matrix is sought such that <maths id="math0272" num="(215)"><math display="block"><msup><mi mathvariant="bold">W</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">V</mi><mo>=</mo><mfenced open="[" close="]"><mtable><mtr><mtd><msub><mi>ρ</mi><mn>1</mn></msub></mtd><mtd><mn>0</mn></mtd><mtd><mo>⋯</mo></mtd><mtd><mn>0</mn></mtd></mtr><mtr><mtd><mn>0</mn></mtd><mtd><msub><mi>ρ</mi><mn>2</mn></msub></mtd><mtd><mo>⋱</mo></mtd><mtd><mo>⋮</mo></mtd></mtr><mtr><mtd><mo>⋮</mo></mtd><mtd><mo>⋱</mo></mtd><mtd><mo>⋱</mo></mtd><mtd><mn>0</mn></mtd></mtr><mtr><mtd><mn>0</mn></mtd><mtd><mo>⋯</mo></mtd><mtd><mn>0</mn></mtd><mtd><msub><mi>ρ</mi><mi>M</mi></msub></mtd></mtr></mtable></mfenced><mn>.</mn></math><img file="EP1500007B1_D0275.tif" /></maths> Calculating this separation matrix is one function of the blind source separation technique.

0173It was previously explained that the generalized eigenvectors of the spatial fourth-order cumulant matrix-pencil would separate signals based on the ratio of their cumulants at two different sets of time lags. These results are exploited in the formalization of a technique to calculate a separation. This technique will theoretically minimize the residual interference-to-signal ratio (ISR) and, with the proper normalization, to maximize the separation power efficiency (SPE).

0174As also previously described, a factor in finding the eigenvectors of the spatial fourth-order cumulant matrix-pencil is what was referred to as the normalized fourth-order auto-cumulant. This arises from the finite eigenvalues of the spatial fourth-order cumulant matrix-pencil equaling the inverses of the individual source signals normalized fourth-order auto-cumulants; the aforementioned ratio of cumulants at two different sets of time lags with the set of time lags in the numerator cumulant equal to zero. Specifically, since it was shown that if a signal has a unique normalized fourth-order auto-cumulant, the associated eigenvector is orthogonal to all of the other signals' steering vectors, the normalized fourth-order auto-cumulant can be thought of as acting as a signal discriminator function. In this chapter the normalized fourth-order auto-cumulant will be defined and some comments on its use as a discriminator function will be made.

0175When multiple signals have the same normalized fourth-order auto-cumulant at the set of delay lags used, repeated eigenvalues occur. In order to facilitate repeating the separation technique at a new set of time lags where ideally the signals will no longer have equal normalized fourth-order auto-cumulants, care must be taken in selecting the eigenvectors of a repeated eigenvalue in order to guarantee the resultant steering vectors remain linearly independent. Criteria are presented below for selecting eigenvectors associated with a repeated eigenvalue. It will be shown that the resultant set of new steering vectors remains linearly independent.

0176One measure of performance used in assessing the blind source separation algorithm is separation power efficiency (SPE). To achieve an SPE of 1, the inner product of the separation vector and the associated steering vector must have a magnitude of 1. To achieve this, the eigenvector, which forms the basis of the separation vector, must be normalized since, although it is co-linear with the steering vector, it does not necessarily have the correct magnitude to guarantee that an SPE of 1 can be achieved. Therefore, a normalization algorithm is developed to guarantee that the SPE is maximized. Since there are three definitions for the spatial fourth-order cumulant matrix, different normalization techniques will be required for each.

0177Conditions of identifiability are presented below that will allow an instantaneous linear mixture of signals to be separated. These include the linear independence of the steering vectors, the statistical independence and non-Gaussian nature of the source signals, and existence of a set of time lags where every signal has a distinct normalized fourth-order auto-cumulant, just to name a few.

0178Finally, the spatial fourth-order cumulant matrix-pencil based algorithm is presented step, by step in a flow diagram. Each step is discussed and critical issues, if any, are presented. Difference that may exist in using the different spatial fourth-order cumulant matrix definitions in the algorithm will be highlighted.

Normalized Fourth-Order Auto-Cumulant as a Signal Discriminator

0179It was previously shown that the generalized eigenvalues of the spatial fourth-order cumulant matrix-pencil are <maths id="math0273" num="(216)"><math display="block"><msub><mi>λ</mi><mi>j</mi></msub><mo>=</mo><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac><mo>,</mo><mmultiscripts><mi>j</mi><mprescripts /><mspace width="1em" /><none /></mmultiscripts><mo>∈</mo><mn>1</mn><mo>,</mo><mn>2</mn><mo>,</mo><mo>…</mo><mo>,</mo><mi>M</mi><mn>.</mn></math><img file="EP1500007B1_D0276.tif" /></maths> For separation to occur, a distinct eigenvalue, λ<i>_j</i>, is required for each signal. Therefore, λ<i>_j</i> acts as a "signal discriminant". To investigate this discriminant and its properties, the normalized fourth-order auto-cumulant of the <i>j^th</i> signal is defined as <maths id="math0274" num="(217)"><math display="block"><msubsup><mover><mi>c</mi><mo> ‾</mo></mover><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>≡</mo><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow></mfrac><mn>.</mn></math><img file="EP1500007B1_D0277.tif" /></maths> Clearly the generalized eigenvalue associated with the signal is the inverse of its normalized fourth-order auto-cumulant. <maths id="math0275" num="(218)"><math display="block"><msub><mi>λ</mi><mi>j</mi></msub><mo>=</mo><mfrac><mn>1</mn><mrow><msubsup><mover><mi>c</mi><mo> ‾</mo></mover><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac></math><img file="EP1500007B1_D0278.tif" /></maths>

0180By assumption A1, the signal <i>r_j</i> (<i>t</i>) is a stationary, non-Gaussian random process. Further, by assumption A2, the signal is assumed to have a zero mean with power <i>P_j</i>, and a non-zero fourth-order moment. These assumptions ensure the signals fourth-order cumulant exists and is non-zero. A necessary extension to these assumptions is that the set of time lags, (τ₁, τ₂, τ₃), is chosen so that the fourth-order auto-cumulant also exists and is non-zero. Thus it may be assumed that the normalized fourth-order auto-cumulant exists and is finite.

0181Since the signal is assumed to be a stationary random process, its moments are dependent only on the time differences or lags (τ₁, τ₂, τ₃). Therefore, the normalized fourth-order cumulant is a three dimensional function. Thus, for separating signals there are three independent variables to work with to ensure the signals have unique normalized fourth-order auto-cumulants as compared to a second-order technique that has only one independent variable. This is yet another distinct advantage of the fourth-order cumulant approach over the second-order spatial correlation based approach.

0182The normalized fourth-order auto-cumulant will, in general, be complex valued. Although the signal's cumulant at the set of time lags (0,0,0) will have a real value, the cumulant at time lags (τ₁,τ₂,τ₃) will be complex valued. Thus, the normalized fourth-order auto-cumulant will contain phase information that is a function of (τ₁,τ₂,τ₃). Source signal emitter attributes such as phase noise, carrier frequency, transmit filter response, amplifier response, transmitter clock jitter, propagation channel transfer function, etc., will contribute to the source signal's normalized fourth-order auto-cumulant. From the definition of received source signal, <maths id="math0276" num="(219)"><math display="block"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>=</mo><msqrt><msub><mi>P</mi><mi>j</mi></msub></msqrt><mo>⁢</mo><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced></math><img file="EP1500007B1_D0279.tif" /></maths> it is clear, employing cumulant property 1, that the normalized fourth-order auto-cumulant is not a function of the signal's power. <maths id="math0277" num="(220)"><math display="block"><mtable columnalign="left"><mtr><mtd><msubsup><mover><mi>c</mi><mo> ‾</mo></mover><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mtd><mtd><mo>=</mo><mfrac><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow><mrow><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow></mfrac></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfrac><mrow><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mrow><mrow><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msub><mi>r</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>r</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced></mrow></mfrac></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfrac><mrow><msubsup><mi>P</mi><mi>j</mi><mn>2</mn></msubsup><mo>⁢</mo><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>m</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mrow><mrow><msubsup><mi>P</mi><mi>j</mi><mn>2</mn></msubsup><mo>⁢</mo><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced></mrow></mfrac></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfrac><mrow><mi mathvariant="italic">Cum</mi><mo>⁢</mo><mfenced open="[" close="]"><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>1</mn></msub></mfenced><mo>⁢</mo><msub><mi>m</mi><mi>j</mi></msub><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>2</mn></msub></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><mfenced><mi>t</mi><mo>-</mo><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced></mrow><mrow><mi mathvariant="italic">Cum</mi><mfenced open="[" close="]"><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msub><mi>m</mi><mi>j</mi></msub><mfenced><mi>t</mi></mfenced><mo>⁢</mo><msubsup><mi>m</mi><mi>j</mi><mo>*</mo></msubsup><mfenced><mi>t</mi></mfenced></mfenced></mrow></mfrac></mtd></mtr></mtable></math><img file="EP1500007B1_D0280.tif" /></maths> Thus the signals are discriminated by having an underlying waveform that has a unique normalized fourth-order auto-cumulant, not by having different signal powers.

0183As stated above, the unit power modulated signal from the <i>j^th</i> emitter is affected by transmitter unique properties. Since in practice two transmitters hardly ever produce identical signals, a source signal will most likely have a unique fourth-order auto-cumulant function and therefore have a unique normalized fourth-order auto-cumulant function. Therefore, it is expected that a set of time lags will exist where a group of signals will have unique normalized fourth-order auto-cumulants and can therefore be separated.

Selecting Eigenvectors for Repeated Eigenvalues

0184When multiple signals' normalized fourth-order auto-cumulant functions happen to have the same value at the set of time lags chosen, the problem of repeated eigenvalues arises. In this situation care must be taken in selecting the associated eigenvectors to ensure that the set of separation vectors formed from these eigenvectors will transform the mixing matrix into a new reduced dimension mixing matrix with full column rank. This guarantees that the separation algorithm can be repeated to separate the signals associated with the repeated eigenvalue that are mixed by this new reduced dimension mixing matrix.

0185<figref idref="f0006">Figure 6</figref> depicts repeating the separation algorithm for a single repeated eigenvalue. In <figref idref="f0006">Figure 6</figref>, the <i>M</i> by 1 vector output of the first separation stage, <b>y</b>(<i>t</i>)<i>,</i> is partitioned into two vectors, one with the <i>M-η_κ</i> elements of <b>y</b>(<i>t</i>) that correspond to unique eigenvalues, denoted as <b>y</b><i>_s</i>(<i>t</i>), and the other, denoted <b>x</b><i>_RK</i>(<i>t</i>)<i>,</i> with the η<i>_k</i> elements of <b>y</b>(<i>t</i>) that correspond to the repeated eigenvalue, µ<i>_k</i>, which has multiplicity <i>η_k.</i> As in the first separation stage, a new η<i>_k</i> by η<i>_k</i> separation <b>W</b><i>_<b>R</b>K</i> is sought that will separate the signals associated with the repeated eigenvalue. The new separation matrix is found by repeating the spatial fourth-order matrix-pencil algorithm at a different set of time lags. However, to use the algorithm a second time, the conditions for identifiability discussed in a following section must hold. One of these is that the mixing matrix has full column rank and therefore the new reduced dimension, η<i>_k</i> by η<i>_k</i> mixing matrix <b>V</b><i>_RK</i> must have full column rank. Each repeated eigenvalue would have a similar new mixing matrix and would have the separation algorithm repeated.

0186The requirements for selecting the eigenvectors associated with a repeated eigenvalue so as to guarantee the new mixing matrix, <b>V</b><i>_RK</i>, will have full column rank are derived below. The set of integers that represent the signals associated with a particular eigenvalue is defined as <maths id="math0278" num="(221)"><math display="block"><msub><mi>g</mi><mi>k</mi></msub><mo>≡</mo><mfenced open="{" close="}"><mi>j</mi><mo>∈</mo><mfenced open="{" close="}"><mn>1</mn><mn>2</mn><mo>…</mo><mi>M</mi></mfenced><mo>:</mo><msub><mi>λ</mi><mi>j</mi></msub><mo>=</mo><msub><mi>μ</mi><mi>k</mi></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0281.tif" /></maths> Recalling that the eigenvalue λ<i>_j</i> is equal to the inverse of the <i>j^th</i> signals normalized auto-cumulant. <maths id="math0279" num="(222)"><math display="block"><msub><mi>λ</mi><mi>j</mi></msub><mo>=</mo><mfrac><mrow><msub><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub></msub><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mrow><mrow><msub><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub></msub><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mrow></mfrac></math><img file="EP1500007B1_D0282.tif" /></maths>

0187Since there are <i>M</i> signals there will be <i>M</i> eigenvalues, including repetitions, of which only <i>K</i> are distinct. The distinct eigenvalues are denoted as µ<i>_k</i>, <i>k ∈</i> 1, 2,..., <i>K</i>. The scaled or normalized <i>M</i> associated <i>N</i> by 1 eigenvectors are the columns of the separation matrix <b>W</b>. <maths id="math0280" num="(223)"><math display="block"><msub><mi mathvariant="bold">w</mi><mi>j</mi></msub><mo>=</mo><msub><mi>γ</mi><mi>j</mi></msub><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub></math><img file="EP1500007B1_D0283.tif" /></maths> From equation (215) it can be seen that if the separation matrix separates all the signals, the resultant matrix product <b>W^HV</b> is diagonal. This occurs only if there are <i>M</i> distinct eigenvalues. As previously described, for a repeated eigenvalue, the eigenvectors separated the signals associated with a particular eigenvalue from those not associated with it; however, the resultant scalar was a linear combination of the associated signals. Therefore, the matrix product <b>W^HV</b> will have <i>η_k</i> rows, indexed by the set <i>g_k</i>, each with η<i>_k</i> non-zero elements in the columns indexed by the set <i>g_k</i> for <i>k =</i> 1, 2,..., <i>K</i> . This holds for the <i>M</i> distinct eigenvalues case as well in which case <i>K</i> = <i>M</i> and, <i>η_k</i> =1, <i>∀k, k</i> = <i>j</i>, and each <i>g_k</i> has only one element in it, <i>k = j ,</i> and thus <b>W^HV</b> is diagonal.

0188The new mixing matrix <b>V</b><i>_Rk</i> consists of the η_k columns of <b>W^HV</b> indexed by the set g_k with the rows indexed by the integers not in the set <i>g_k</i> removed, i.e. the rows with all zeros. Thus <b>V</b><i>_Rk</i> is a η<i>_k</i> by η<i>_k</i> matrix that linearly mixes the η<i>_k</i> signals associated with the repeated eigenvalue to form the η<i>_k</i> elements of the vector <b>x</b><i>_Rk</i>(<i>t</i>). Since <b>V</b><i>_Rk</i> is to the second stage separation process as <b>V</b> is to the initial separation process, it must have the same properties as <b>V</b>, primarily it must have full column rank. <maths id="math0281" num="(224)"><math display="block"><mi>ρ</mi><mfenced><msub><mi mathvariant="bold">V</mi><mi mathvariant="italic">Rk</mi></msub></mfenced><mo>=</mo><msub><mi>η</mi><mi>k</mi></msub></math><img file="EP1500007B1_D0284.tif" /></maths> The condition for selecting <b>w</b><i>_j</i>, <i>j</i> ∈ <i>g_k</i> that ensures <b>V</b><i>_Rk</i> has full column rank must now be determined.

0189Since <b>w</b><i>_j</i> is a scaled version of the eigenvector <b>ê</b><i>_j</i> , a constraint on <b>w</b><i>_j</i> is in fact a constraint on the selection of <b>ê</b><i>_j</i>. It will now be shown that requiring the eigenvectors <b>ê</b><i>_j</i>, for <i>j</i> ∈ g_k to be linearly independent is sufficient to guarantee that <b>V</b><i>_Rk</i> will have full column rank if <b>V</b> has full column rank.

Separation Vector Formation: Normalizing the Eigenvectors

0190Although the eigenvectors are orthogonal to all signals except those with normalized auto-cumulants equal to the associated eigenvalue, the inner product <maths id="math0282" num="(225)"><math display="block"><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>≡</mo><msub><mi>ε</mi><mi>j</mi></msub></math><img file="EP1500007B1_D0285.tif" /></maths> does not guarantee that the maximum SPE of 1 will be achieved. Therefore, the separation vectors are formed by scaling each eigenvector with a real normalization factor γ<i>_j</i> that guarantees a maximum SPE of 1. <maths id="math0283" num="(226)"><math display="block"><msub><mi mathvariant="bold">w</mi><mi>j</mi></msub><mo>=</mo><msub><mi>γ</mi><mi>j</mi></msub><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub></math><img file="EP1500007B1_D0286.tif" /></maths> For repeated eigenvalues, the normalization factor will have a different effect and there is no clear advantage to normalizing the eigenvectors associated with repeated eigenvalues in the first separation stage. Further study of the effect of repeating the separation algorithm on the achievable SPE is needed.

0191From equation (39) it can be seen that the inner product <maths id="math0284" num="(227)"><math display="block"><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>=</mo><msub><mi>ρ</mi><mi>j</mi></msub></math><img file="EP1500007B1_D0287.tif" /></maths> results in a "loss" term ρ<i>_j</i> that in general is complex. From equation (63) it can be seen that the SPE is <maths id="math0285" num="(228)"><math display="block"><msub><mi>ξ</mi><mi>j</mi></msub><mo>=</mo><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">w</mi><mi>j</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0288.tif" /></maths> Inserting equation (227) in to (228) results in <maths id="math0286" num="(229)"><math display="block"><msub><mi>ξ</mi><mi>j</mi></msub><mo>=</mo><msub><mi>ρ</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi>ρ</mi><mi>j</mi><mo>*</mo></msubsup><mo>=</mo><msup><mfenced open="|" close="|"><msub><mi>ρ</mi><mi>j</mi></msub></mfenced><mn>2</mn></msup><mn>.</mn></math><img file="EP1500007B1_D0289.tif" /></maths>

0192For the SPE to be 1 requires <maths id="math0287" num="(230)"><math display="block"><mfenced open="|" close="|"><msub><mi>ρ</mi><mi>j</mi></msub></mfenced><mo>=</mo><mn>1</mn></math><img file="EP1500007B1_D0290.tif" /></maths> and thus a normalization factor γ<i>_j</i> is needed such that <maths id="math0288" num="(231)"><math display="block"><mfenced open="|" close="|"><msubsup><mi mathvariant="bold">w</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub></mfenced><mo>=</mo><mfenced open="|" close="|"><msub><mi>γ</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub></mfenced><mo>=</mo><msub><mi>γ</mi><mi>j</mi></msub><mfenced open="|" close="|"><msub><mi>ε</mi><mi>j</mi></msub></mfenced><mo>=</mo><mn>1</mn></math><img file="EP1500007B1_D0291.tif" /></maths> and therefore <maths id="math0289" num="(232)"><math display="block"><msub><mi>γ</mi><mi>j</mi></msub><mo>=</mo><mfrac><mn>1</mn><mfenced open="|" close="|"><msub><mi>ε</mi><mi>j</mi></msub></mfenced></mfrac><mn>.</mn></math><img file="EP1500007B1_D0292.tif" /></maths>

0193Calculation of this scale factor for the eigenvectors associated with unique eigenvalues is dependent on the particular spatial fourth-order cumulant matrix definition used since the available variables are different. For spatial fourth-order cumulant matrix 1 a normalization factor that will guarantee the SPE will achieve a maximum of 1 can be found and will be derived in the following sub-section. However, it will be shown for spatial fourth-order cumulant matrices 2 and 3 that the existence of the modified mixing matrix <b>Ṽ</b> in their bilinear forms causes the set of equations available for solving for the normalization factor to be under specified and thus using definitions 2 and 3 cause a power loss preventing the separation from achieving an SPE of 1.

Normalization for Spatial Fourth-Order Cumulant Matrix 1

0194The only data available to work with in normalizing the eigenvectors are the spatial fourth-order cumulant matrices, the eigenvalues, and associated eigenvectors. From equation (225), <maths id="math0290" num="(233)"><math display="block"><msub><mi>ε</mi><mi>j</mi></msub><mo>=</mo><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub></math><img file="EP1500007B1_D0293.tif" /></maths> and as previously described, it is known, assuming <b>ê</b><i>_j</i> is associated with a distinct eigenvalue, that <maths id="math0291" num="(234)"><math display="block"><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo mathvariant="bold">^</mo></mover><mi>j</mi></msub><mo>=</mo><msup><mfenced open="[" close="]"><mn>0</mn><mspace width="1em" /><mo>…</mo><mspace width="1em" /><mn>0</mn><mspace width="1em" /><msubsup><mi>ε</mi><mi>j</mi><mo>*</mo></msubsup><mspace width="1em" /><mn>0</mn><mspace width="1em" /><mo>…</mo><mspace width="1em" /><mn>0</mn></mfenced><mi>T</mi></msup></math><img file="EP1500007B1_D0294.tif" /></maths> with the non-zero element in the <i>j^th</i> position. Therefore, since spatial fourth-order cumulant matrix 1 can be factored into Hermitian form as <maths id="math0292" num="(235)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>=</mo><mi mathvariant="bold">V</mi><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></math><img file="EP1500007B1_D0295.tif" /></maths> where <maths id="math0293"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></math><img file="EP1500007B1_D0296.tif" /></maths> is an <i>M</i> by <i>M</i> diagonal matrix, the product <maths id="math0294" num="(236)"><math display="block"><mtable columnalign="left"><mtr><mtd><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub></mtd><mtd><mo>=</mo><mi mathvariant="bold">V</mi><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi mathvariant="bold">V</mi><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="normal">r</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mfenced open="{" close="}"><msup><mfenced open="[" close="]"><mn>0</mn><mspace width="1em" /><mo>…</mo><mspace width="1em" /><mn>0</mn><mspace width="1em" /><msubsup><mi>ε</mi><mi>j</mi><mo>*</mo></msubsup><mspace width="1em" /><mn>0</mn><mspace width="1em" /><mo>…</mo><mspace width="1em" /><mn>0</mn></mfenced><mi mathvariant="bold">T</mi></msup></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mi mathvariant="bold">V</mi><mfenced open="{" close="}"><msup><mfenced open="[" close="]"><mn>0</mn><mspace width="1em" /><mo>…</mo><mspace width="1em" /><mn>0</mn><mspace width="1em" /><msubsup><mi>ε</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mspace width="1em" /><mn>0</mn><mspace width="1em" /><mo>…</mo><mspace width="1em" /><mn>0</mn></mfenced><mi mathvariant="bold">T</mi></msup></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msubsup><mi>ε</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mn>.</mn></mtd></mtr></mtable></math><img file="EP1500007B1_D0297.tif" /></maths>

0195The Euclidian or <i>l₂</i> norm of (236) is then <maths id="math0295" num="(237)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mrow><mo>‖</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub><mo>‖</mo></mrow><mn>2</mn></msub></mtd><mtd><mo>=</mo><msub><mrow><mo>‖</mo><msubsup><mi>ε</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>‖</mo></mrow><mn>2</mn></msub></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfenced open="|" close="|"><msub><mi>ε</mi><mi>j</mi></msub></mfenced><mo>⁢</mo><mfenced open="|" close="|"><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mfenced><mo>⁢</mo><msub><mrow><mo>‖</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub><mo>‖</mo></mrow><mn>2</mn></msub><mn>.</mn></mtd></mtr></mtable></math><img file="EP1500007B1_D0298.tif" /></maths> However, since <maths id="math0296" num="(238)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mrow><mo>‖</mo><mtable><mtr><mtd><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub></mtd></mtr></mtable><mo>‖</mo></mrow><mn>2</mn></msub></mtd><mtd><mo>=</mo><msqrt><msubsup><mi mathvariant="bold">v</mi><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub></msqrt></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msqrt><mn>1</mn></msqrt></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mn>1</mn></mtd></mtr></mtable></math><img file="EP1500007B1_D0299.tif" /></maths> then <maths id="math0297" num="(239)"><math display="block"><msub><mrow><mo>‖</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub><mo>‖</mo></mrow><mn>2</mn></msub><mo>=</mo><mfenced open="|" close="|"><msub><mi>ε</mi><mi>j</mi></msub></mfenced><mo>⁢</mo><mfenced open="|" close="|"><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0300.tif" /></maths> Further, pre-multiplying the product in equation (236) by the Hermitian transpose of the <i>j^th</i> eigenvector results in the scalar <maths id="math0298" num="(240)"><math display="block"><mtable columnalign="left"><mtr><mtd><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="normal">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub></mtd><mtd><mo>=</mo><msubsup><mi>ε</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mi mathvariant="bold">v</mi><mi>j</mi></msub></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msubsup><mi>ε</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>ε</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msup><mfenced open="|" close="|"><msub><mi>ε</mi><mi>j</mi></msub></mfenced><mn>2</mn></msup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mn>.</mn></mtd></mtr></mtable></math><img file="EP1500007B1_D0301.tif" /></maths>

0196Taking the ratio of the absolute value of (240) to (239) produces the scalar, <maths id="math0299" num="(241)"><math display="block"><mfrac><mfenced open="|" close="|"><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub></mfenced><msub><mrow><mo>‖</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub><mo>‖</mo></mrow><mn>2</mn></msub></mfrac><mo>=</mo><mfrac><mrow><msup><mfenced open="|" close="|"><msub><mi>ε</mi><mi>j</mi></msub></mfenced><mn>2</mn></msup><mfenced open="|" close="|"><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mfenced></mrow><mrow><mfenced open="|" close="|"><msub><mi>ε</mi><mi>j</mi></msub></mfenced><mo>⁢</mo><mfenced open="|" close="|"><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mfenced></mrow></mfrac><mo>=</mo><mfenced open="|" close="|"><msub><mi>ε</mi><mi>j</mi></msub></mfenced><mn>.</mn></math><img file="EP1500007B1_D0302.tif" /></maths>

0197Thus the unknown denominator in (232) has been solved for and therefore the normalization factor, when using spatial fourth-order cumulant matrix 1, is <maths id="math0300" num="(242)"><math display="block"><msub><mi>γ</mi><mi>j</mi></msub><mo>=</mo><mfrac><mn>1</mn><mfenced open="|" close="|"><msub><mi>ε</mi><mi>j</mi></msub></mfenced></mfrac><mo>=</mo><mfrac><msub><mrow><mo>‖</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub><mo>‖</mo></mrow><mn>2</mn></msub><mfenced open="|" close="|"><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub></mfenced></mfrac><mn>.</mn></math><img file="EP1500007B1_D0303.tif" /></maths>

Normalization for Spatial Fourth-Order Cumulant Matrices 2 and 3

0198Spatial fourth-order cumulant matrix 2 and 3 are not factorable into Hermitian form but instead factor into a bi-linear form as shown previously as <maths id="math0301" num="(243)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>=</mo><mover><mi mathvariant="bold">V</mi><mo> ˜</mo></mover><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">H</mi></msup></math><img file="EP1500007B1_D0304.tif" /></maths> and <maths id="math0302" num="(244)"><math display="block"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><msup><mn>4</mn><mi>ʹʹ</mi></msup></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>=</mo><mover><mi mathvariant="bold">V</mi><mo> ˜</mo></mover><mo>*</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">r</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>⁢</mo><msup><mi mathvariant="bold">V</mi><mi mathvariant="bold">T</mi></msup></math><img file="EP1500007B1_D0305.tif" /></maths> respectively. From the results in chapter 5 it is clear that pencils formed using spatial fourth-order cumulant matrices 2 and 3 will have the same eigenvalues with the associated eigenvectors of spatial fourth-order cumulant matrix-pencil 3 equal to the conjugate of the eigenvectors of spatial fourth-order cumulant matrix-pencil 2. Thus, since the normalization factor is real, if it exists it would be the same for both definitions.

0199Since spatial fourth-order cumulant matrices 2 and 3 are not factorable into Hermitian form, the modified mixing matrix has to be dealt with in attempting to estimate the normalization factor given in equation (232). Unfortunately, in general <maths id="math0303" num="(245)"><math display="block"><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>j</mi></msub><mo>≠</mo><msub><mi>ε</mi><mi>j</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0306.tif" /></maths> Further, even for distinct eigenvalues, the eigenvector, specifically the right eigenvector <b>ê</b><i>_j</i>, is in general no longer orthogonal to all modified steering vectors except <b>v</b><i>_j</i> and it is not guaranteed that the modified steering vectors have a Euclidian norm of 1, that is in general <maths id="math0304" num="(246)"><math display="block"><msubsup><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msub><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>j</mi></msub><mo>≠</mo><mn>1.</mn></math><img file="EP1500007B1_D0307.tif" /></maths> Thus the properties that spatial fourth-order cumulant matrix 1 possessed that allowed for the estimation of |ε<i>_j</i>| are not shared by spatial fourth-order cumulant matrices 2 and 3.

0200Solving for |ε<i>_j</i>| given only spatial fourth-order cumulant matrix 2 for 3, the generalized eigenvalues of the associated pencil, and their associated left, <b>d̂</b><i>_j</i>, and right, <b>ê</b><i>_j</i>, eigenvectors is under specified. Since spatial fourth-order cumulant matrix 1 can be factored into Hermitian form, the left and right eigenvectors of spatial fourth-order cumulant matrix-pencil 1 are related by a Hermitian transformation, that is if <b>ê</b><i>_j</i> is a right eigenvector of spatial fourth-order cumulant matrix-pencil 1 then <maths id="math0305"><math display="inline"><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup></math><img file="EP1500007B1_D0308.tif" /></maths> is a left eigenvector. Thus the product <maths id="math0306"><math display="inline"><msubsup><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi><mi mathvariant="bold">H</mi></msubsup><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub></math><img file="EP1500007B1_D0309.tif" /></maths> has only two unknowns, one being |ε<i>_j</i>|. Similarly, <maths id="math0307"><math display="inline"><msub><mrow><mo>‖</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub><mo>‖</mo></mrow><mn>2</mn></msub></math><img file="EP1500007B1_D0310.tif" /></maths> has the same two unknowns since ∥<b>v</b><i>_j</i>∥₂ =1 and therefore |ε<i>_j</i>| can be solved for. However, for spatial fourth-order cumulant matrix 2, and similarly for 3, <maths id="math0308" num="(257)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mrow><mo>‖</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mrow><mn>4</mn><mo>⁢</mo><mi>ʹ</mi></mrow></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub><mo>‖</mo></mrow><mn>2</mn></msub></mtd><mtd><mo>=</mo><msub><mrow><mo>‖</mo><msubsup><mi>ε</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>j</mi></msub><mo>‖</mo></mrow><mn>2</mn></msub></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><mfenced open="|" close="|"><msub><mi>ε</mi><mi>j</mi></msub></mfenced><mo>⁢</mo><mfenced open="|" close="|"><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mfenced><mo>⁢</mo><msub><mrow><mo>‖</mo><msub><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>j</mi></msub><mo>‖</mo></mrow><mn>2</mn></msub></mtd></mtr></mtable></math><img file="EP1500007B1_D0311.tif" /></maths> and <maths id="math0309" num="(248)"><math display="block"><mtable columnalign="left"><mtr><mtd><msub><mover><mi mathvariant="bold">d</mi><mo>^</mo></mover><mi>j</mi></msub><mo>⁢</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mrow><mn>4</mn><mo>⁢</mo><mi>ʹ</mi></mrow></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">e</mi><mo>^</mo></mover><mi>j</mi></msub></mtd><mtd><mo>=</mo><msubsup><mi>ε</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>⁢</mo><msub><mover><mi mathvariant="bold">d</mi><mo>^</mo></mover><mi>j</mi></msub><mo>⁢</mo><msub><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>j</mi></msub></mtd></mtr><mtr><mtd><mspace width="1em" /></mtd><mtd><mo>=</mo><msubsup><mi>ε</mi><mi>j</mi><mo>*</mo></msubsup><mo>⁢</mo><msub><mi>δ</mi><mi>j</mi></msub><mo>⁢</mo><msubsup><mi>c</mi><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></mtd></mtr></mtable></math><img file="EP1500007B1_D0312.tif" /></maths> where <b>d̂</b><i>_j</i> is the 1 by <i>N</i> left eigenvector associated with the <i>j^th</i> signal and <maths id="math0310" num="(249)"><math display="block"><msub><mi>δ</mi><mi>j</mi></msub><mo>≡</mo><msub><mover><mi mathvariant="bold">d</mi><mo>^</mo></mover><mi>j</mi></msub><mo>⁢</mo><msub><mover><mi mathvariant="bold">v</mi><mo> ˜</mo></mover><mi>j</mi></msub><mn>.</mn></math><img file="EP1500007B1_D0313.tif" /></maths>

0201Thus there are two equations and four unknowns. Attempting to establish four equations by using the spatial fourth-order cumulant matrix 2 at delay lags (τ₁, τ₂, τ₃) results in now having four equations and five unknowns. Thus, for spatial fourth-order cumulant matrix 2, and similarly for 3, solving for the normalization factor results in an under specified problem that cannot be solve. This is yet another advantage of definition 1, since a normalization factor that guarantees a maximum SPE of 1 can be solved for.

Conditions for Identifiability

0202Identifiability deals with the ability of the blind source separation algorithm to uniquely associate a separation vector with an arriving source signal and thus separate it out of the linear mixture by suppressing the other signals. In order for the proposed blind source separation algorithm to perform the separation certain conditions must be met. Some have already been presented as signal and noise assumptions and are restated here as conditions that are imposed for the spatial fourth-order cumulant matrix-pencil based blind source separation algorithm to achieve the separation of the source signals. The fewer conditions for identifiability required the more powerful the algorithm will be in the sense of handling a wider variety of source separation problems. Five conditions for identifiability, CI1 through CI5, are given below, <ul id="ul0004" list-style="none"><li>CI1: The mixing matrix, <b>V</b> , has full column rank. This requires the number of sources be less than or equal to the number of sensors, i.e. <i>M ≤ N ,</i> and that the signal steering vectors be linearly independent.</li><li>CI2: The normalized fourth-order auto-cumulant, <maths id="math0311"><math display="inline"><msubsup><mover><mi>c</mi><mo> ‾</mo></mover><msub><mi>r</mi><mi>j</mi></msub><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced><mo>,</mo></math><img file="EP1500007B1_D0314.tif" /></maths> is different for each signal. The algorithm may be repeated at different sets of time lags (τ₁,τ₂,τ₃) in a second separation stage operating only on the signals in the first stage that had identical normalized fourth-order auto-cumulants.</li><li>CI3: The <i>M</i> source signals illuminating the array are statistically independent non-Gaussian stationary random processes and are stationary to order four over the spatial fourth-order cumulant matrix estimation period.</li><li>CI4: The noise processes are stationary Gaussian random processes. They need not be spatially or temporally white. Stationarity is required only over the estimation period of the spatial fourth-order cumulant matrix.</li><li>CI5: For spatial fourth-order cumulant matrix definitions 2 and 3, the Hadamard product <maths id="math0312"><img file="EP1500007B1_D0315.tif" /></maths> preserves the rank of the mixing matrix <b>V</b> , i.e. the modified mixing matrix has full column rank. This condition is not required when using spatial fourth-order cumulant matrix definition 1.</li></ul>

Separation Matrix Formation Algorithm

0203<figref idref="f0007">Figure 7</figref> and <figref idref="f0008">Figure 8</figref> are flow diagrams of a process for performing the blind source separation using the spatial fourth-order cumulant matrix-pencil in accordance with an embodiment of the present invention. The algorithm requires as inputs the set of time lags (τ₁, τ₂, τ₃) where (τ₁, τ₂, τ₃)≠ ₍0, 0, 0). Delay lag values, τ₁, τ₂, τ₃, are provided at step 61 and senor data values, x(t), are provided at step 63. It is recommended, that either τ_1≠τ₂ or τ₃ ≠ 0 in order to preserve phase information. This will reduce the occurrence of repeated eigenvalues and thus reduce the number of times the separation has to be repeated.

0204At step 60, the estimation of the spatial fourth-order cumulant matrix at lags (0,0,0) and (τ₁, τ₂, τ₃) is performed matrix element by matrix element. Since a cumulant cannot be estimated directly from the data, all moments up to order four must be estimated. The estimation can be done either in a real time manner as the array samples the propagating wavefields and generates the sensor output data <b>x</b>(<i>t</i>) or after the entire data set required to estimate the cumulants has been captured.

0205After the spatial fourth-order cumulant matrices <maths id="math0313"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced></math><img file="EP1500007B1_D0316.tif" /></maths> and <maths id="math0314"><math display="inline"><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></math><img file="EP1500007B1_D0317.tif" /></maths> have been estimated, the generalized eigen analysis of the matrix-pencil <b>P_x</b> (λ, <o ostyle="single">τ</o>) is performed at step 62 to determine its finite spectra, <maths id="math0315"><math display="inline"><mover><mi>λ</mi><mo>^</mo></mover><mfenced><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><mn>0</mn><mn>0</mn><mn>0</mn></mfenced><mo>,</mo><msubsup><mi mathvariant="bold">C</mi><mi mathvariant="bold">x</mi><mn>4</mn></msubsup><mfenced><msub><mi>τ</mi><mn>1</mn></msub><msub><mi>τ</mi><mn>2</mn></msub><msub><mi>τ</mi><mn>3</mn></msub></mfenced></mfenced><mn>.</mn></math><img file="EP1500007B1_D0318.tif" /></maths> At step 64, the number, K, of distinct finite eigenvalues and multiplicity of each distinct eigenvalue are determined. The spectra will have <i>M</i> finite values, counting multiplicities, each corresponding to the normalized fourth-order auto-cumulant of a signal. Of the <i>M</i> eigenvalues there will be <i>K</i> distinct eigenvalues, µ<i>_k</i>, <i>k</i> ∈ 1, 2, ... , <i>K</i> , each with a multiplicity <i>η_k.</i> For each distinct eigenvalue η<i>_k</i> linearly independent eigenvectors are calculated. An index, k, is set to zero at step 66. The index, k, is used to ensure that each distinct eigenvalue is addressed. At step 68, the distinct eigenvalue index, k, is compared to the number of distinct finite eigenvalues, K. Given that at least one distinct eigenvalue exists, K will not be equal to zero. Thus, on the first iteration, k will be less than K, and the process will proceed to step 72, as indicated by the circled letter "A" in <figref idref="f0007">Figure 7</figref> and <figref idref="f0008">Figure 8</figref>. At step 72, it is determined if the multiplicity, η_k, is greater than 1. If the multiplicity, η_k; is not greater than 1, the process proceeds to step 74. At step 74, an eigenvector ê_j, is calculated for the eigenvalue for the k^th distinct eigenvalue (λ_j= µ_k). For each <i>λ_j</i> = µ_k with a multiplicity of one, a normalization factor <i>γ_j</i> is calculated at step 76. The separation vector is formed as <b>w</b><i>_j</i> = γ<i>_j</i><b>ê</b><i>_j</i> at step 78. The separation vector, <b>W</b>_j, is utilized (appended) to form the separation Matrix, <b>W,</b> at step 80, wherein the separation vectors are (by definition) the columns of the separation matrix, <b>W</b>. After the separation vector, <b>W</b>_j, is appended to the separation matrix, <b>W</b>, the index, k, is incremented at step 82. The process then proceeds to step 68, as indicated by the circled letter "B" in <figref idref="f0007">Figure 7</figref> and <figref idref="f0008">Figure 8</figref>. At step 68, k is compared with K. If k is greater than K, then the separation matrix <b>W</b> is provided and available for subsequent processing at step 70. If k is not greater than K (step 68) then the process proceeds to step 72, as indicated by the circled letter "A" in <figref idref="f0007">Figure 7</figref> and <figref idref="f0008">Figure 8</figref>. At step 72, it is determined if the multiplicity, η_k, is greater than 1. If the multiplicity, n_k, is greater than 1, the process proceeds to step 84. At step 84, η_k linearly independent eigenvectors eigenvector ê_j, are calculated for the distinct eigenvalues (λ_j = µ_k). For each repeated eigenvalue the η<i>_k</i> separation vectors are set equal to its associated eigenvectors as <b>w</b><i>_j</i> = <b>ê</b><i>_j</i>, at step 86. The separation matrix, <b>W,</b> is formed at step 80 by appending the separation vectors <b>W</b>_j. The index, k, is incremented again at step 82, and the process is repeated until all distinct eigenvalues are addressed (k is greater than <b>K</b> at step 68). At step 68, if k is greater than K, the separation matrix, <b>W</b>, is provided and available for subsequent processing at step 70. At step 71, the separation matrix, <b>W</b>, is multiplied by the input signal <b>x</b>(t) to perform the separation. More specifically, a matrix representation of the input signal <b>x</b>(t) is multiplied by the Hermitian transpose of the separation matrix, <b>W</b>^H, in accordance with the following equation. <maths id="math0316" num="(251)"><math display="block"><mi mathvariant="bold">y</mi><mfenced><mi>t</mi></mfenced><mo>=</mo><msup><mi mathvariant="bold">W</mi><mi mathvariant="normal">H</mi></msup><mo>⁢</mo><mi mathvariant="bold">x</mi><mfenced><mi>t</mi></mfenced></math><img file="EP1500007B1_D0319.tif" /></maths>

0206A BSS technique as described herein may be embodied in the form of computer-implemented processes and system for practicing those processes. A BSS technique as described herein may also be embodied in the form of computer program code embodied in tangible media, such as floppy diskettes, read only memories (ROMs), CD-ROMs, hard drives, high density disk, or any other computer-readable storage medium, wherein, when, the computer program code is loaded into and executed by a computer, the computer becomes a system for practicing the invention. The BSS technique as described herein may also be embodied in the form of computer program code, for example, whether stored in a storage medium, loaded into and/or executed by a computer, or transmitted over some transmission medium, such as over the electrical wiring or cabling, through fiber optics, or via electromagnetic radiation, wherein, when the computer program code is loaded into and executed by a computer, the computer becomes a system for practicing the invention. When implemented on a general-purpose processor, the computer program code segments configure the processor to create specific logic circuits.

0207A blind source separation (BSS) technique in accordance with the present invention provides a robust higher-order cumulant based principle component blind source separation technique that performs well at low signal-to-noise ratios with the potential of performing well in the presence of temporally and spatially correlated noise. Furthermore, a new definition of a spatial fourth-order cumulant matrix suited to blind source separation with non-equal gain, directional sensors is provided, the definition of a spatial fourth-order cumulant matrix-pencil using temporal information is provided, the concept of the separation power efficiency as a measure of the algorithm's performance is provided, and the concept of wide sense equivalence between matrix-pencils are also provided.

0208Applications of the BSS technique in accordance with the present invention include spectral monitoring, be it for signal intelligence or other applications such as radio astronomy, where Gaussian random noise processes dominate the received signals out of an array. This fourth-order array signal processing BSS technique in accordance with the present invention provides the ability to exploit spatial information to separate co-channel emitters for detection, classification, and identification. This is particularly applicable to detecting signals designed for a low probability of detection (LPD) or low probability of intercept (LPI) which may use ambient background electromagnetic radiation and known co-channel emitters as a means of concealment. The spatial fourth-order cumulant matrix-pencil based blind source separation technique in accordance with the present invention provides the capability to blindly separate unknown co-channel emitters that may be near or below the noise floor of the individual sensors.