@inproceedings{810ed88ac9d44458b562e86c27b7244a,
title = "Estimating correlation coefficient between two complex signals without phase observation",
abstract = "In this paper, we propose a method to estimate a correlation coefficient of two correlated complex signals on the condition that only the amplitudes are observed and the phases are missing.Our proposed method is based on a maximum likelihood estimation. We assume that the original complex random variables are generated from a zero-mean bivariate complex normal distribution. The likelihood of the correlation coefficient is formulated as a bivariate Rayleigh distribution by marginalization over the phases. Although the maximum likelihood estimator has no analytical form, an expectation-maximization (EM) algorithm can be formulated by treating the phases as hidden variables. We evaluate the accuracy of the estimation using artificial signal, and demonstrate the estimation of narrow-band correlation of a two-channel audio signal.",
keywords = "Complex signal, Correlation, EM algorithm, Maximum likelihood",
author = "Shigeki Miyabe and Notubaka Ono and Shoji Makino",
note = "Funding Information: This work was supported by JSPS KAKENHI Grant Number 23240023. Publisher Copyright: {\textcopyright} Springer International Publishing Switzerland 2015.; 12th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICA 2015 ; Conference date: 25-08-2015 Through 28-08-2015",
year = "2015",
doi = "10.1007/978-3-319-22482-4_49",
language = "English",
isbn = "9783319224817",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Verlag",
pages = "421--428",
editor = "Zbynĕk Koldovsk{\'y} and Emmanuel Vincent and Arie Yeredor and Petr Tichavsk{\'y}",
booktitle = "Latent Variable Analysis and Signal Separation - 12th International Conference, LVA/ICA 2015, Proceedings",
}