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An algorithm for the blind separation of mutually independent and/or temporally correlated sources is presented in this letter. The algorithm is closely related to the maximum likelihood approach based on entropy rate minimization but uses a simpler contrast function that can be accurately and efficiently estimated using nearest-neighbor distances. The advantages of the new algorithm are highlighted using simulations and real electroencephalographic data.
Gómez-Herrero et al. (Fri,) studied this question.