Noisy Component Extraction (Noice)

Existing blind source extraction (BSE) methods are limited to noise-free mixtures, which is not realistic. Based on a rigorous analysis of the existing BSE methods, we address the problem of Noisy Component Extraction (NoiCE) which provides BSE in the presence of noise. As a byproduct in BSE after deflation, we may also obtain the asymptotic identification of the a priori unknown observation noise disturbance. By yielding an asymptotically efficient filter in the presence of an unknown observation noise, our approach may also be viewed as a robust approach to noisy component extraction. Simulation results are provided which confirm the validity of the theoretical results and demonstrate the performance of the derived algorithms in noisy mixing environments.