chapter  14
Correlated Observation and Source Vectors
Pages 30

In Part II, the observed mixed source as well as the observed and unobserved source vectors were specified to allow correlation within the vectors at a given time, but to be uncorrelated over time. In the previous Chapter, the sources were allowed to be delayed; in addition, the Regression and mixing coefficients were allowed to change over time. In this Chapter, the observed mixed vectors as well as the unobserved source vectors are allowed to be correlated over time; in addition, the mixing is assumed to be instantaneous and constant over time.