Linear Prediction Based Blind Source Extraction Algorithms in Practical Applications

Abstract. Blind source extraction (BSE) is of advantages over blind source separation (BSS) when obtaining some underlying source signals from high dimensional observed signals. Among a variety of BSE al-gorithms, a large number of algorithms are based on linear prediction (LP-BSE). In this paper we analyze them from practical point of view. We reveal that they are, in nature, minor component analysis (MCA) al-gorithms, and thus they have some problems that are inherent in MCA algorithms. We also find a switch phenomenon of online LP-BSE algo-rithms, showing that different parts of a single extracted signal are the counterparts of different source signals. The two issues should be noticed when one applies these algorithms to practical applications. Computer simulations are given to confirm these observations.