Blind Determination Of The Number Of Sources Using Distance Correlation

A novel blind estimate of the number of sources from noisy, linear mixtures is proposed. Based on Székely et al.'s distance correlation measure, we define the Sources' Dependency Criterion (SDC), from which our estimate arises. Unlike most previously proposed estimates, the SDC estimate exploits the full independence of the sources and noise, as well as the non-Gaussianity of the sources (as opposed to the Gaussianity of the noise), via implicit use of high-order statistics. This leads to a more robust, resilient and stable estimate w.r.t. the mixing matrix and the noise covariance structure. Empirical simulation results demonstrate these virtues, on top of superior performance in comparison with current state of the art estimates.