Kullback-Leibler Divergence-Guided Copula Statistics-Based Blind Source Separation of Dependent Signals

In this paper, we propose a blind source separation of a linear mixture of dependent sources based on copula statistics that measure the non-linear dependence between source component signals structured as copula density functions. The source signals are assumed to be stationary. The method minimizes the Kullback-Leibler divergence between the copula density functions of the estimated sources and of the dependency structure. The proposed method is applied to data obtained from the time-domain analysis of the classical 11-Bus 4-Machine system. Extensive simulation results demonstrate that the proposed method based on copula statistics converges faster and outperforms the state-of-the-art blind source separation method for dependent sources in terms of interference-to-signal ratio.