It is well known that principal component analysis (PCA) only considers the second-order statistics and that independent component analysis (ICA) exploits higher-order statistics of the data. In this paper, for whitened data, we give an elegant way to incorporate higherorder statistics implicitly in the form of second-order moments, and show that ICA can be performed by PCA following a simple t...

Second order statistics provides an efficient representation of a fading channel and plays a major role in the designing and evaluation of the wireless communication systems. This paper presents a channel model framework for the implementation of important second order statistical parameters, in particular the Level Crossing Rate (LCR) and the Average Fade Duration (AFD). In addition to this, o...

This paper addresses the problem of blind separation of linear convolutive mixtures. We first reformulate the problem into a blind separation of linear instantaneous mixtures, and then a statistical approach is applied to solve the reformulated problem. From the statistics of the mixtures, two kinds of matrix pencils are constructed to estimate the mixing matrix. The original sources are then s...