An algorithm for estimating signals using factor analysis model

To estimate signal-to-noise ratio and noise spectral density from a number of recorders by use of factor analysis model, it is important to estimate a common stochastic signal, too. Using the method of principal components analysis, an algorithm for estimating transfer functions (factor loading) is presented; time delays can be estimated, too. Adopting a PLSE algorithm similar to the least-squares estimates or a PMLE algorithm similar to the maximum likelihood estimates, an algorithm for estimating signal is given. Simulation demonstrates that these algorithms are effective