On the Separation Performance of the Strong Uncorrelating Transformation When Applied to Generalized Covariance and Pseudo-covariance Matrices

Arie Yeredor. On the Separation Performance of the Strong Uncorrelating Transformation When Applied to Generalized Covariance and Pseudo-covariance Matrices. In Fabian J. Theis, Andrzej Cichocki, Arie Yeredor, Michael Zibulevsky, editors, Latent Variable Analysis and Signal Separation - 10th International Conference, LVA/ICA 2012, Tel Aviv, Israel, March 12-15, 2012. Proceedings. Volume 7191 of Lecture Notes in Computer Science, pages 82-90, Springer, 2012. [doi]

@inproceedings{Yeredor12,
  title = {On the Separation Performance of the Strong Uncorrelating Transformation When Applied to Generalized Covariance and Pseudo-covariance Matrices},
  author = {Arie Yeredor},
  year = {2012},
  doi = {10.1007/978-3-642-28551-6_11},
  url = {http://dx.doi.org/10.1007/978-3-642-28551-6_11},
  researchr = {https://researchr.org/publication/Yeredor12},
  cites = {0},
  citedby = {0},
  pages = {82-90},
  booktitle = {Latent Variable Analysis and Signal Separation - 10th International Conference, LVA/ICA 2012, Tel Aviv, Israel, March 12-15, 2012. Proceedings},
  editor = {Fabian J. Theis and Andrzej Cichocki and Arie Yeredor and Michael Zibulevsky},
  volume = {7191},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-642-28550-9},
}