A New Non-Orthogonal Joint Diagonalization Algorithm with Application in ICA and BSS

Wang Fuxiang,Zhang Jun,Liu Chongkan

doi:10.1109/cesa.2006.4281629

A New Non-Orthogonal Joint Diagonalization Algorithm with Application in ICA and BSS

Wang Fuxiang, Zhang Jun + Show 1 more

https://doi.org/10.1109/cesa.2006.4281629

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Publication Date: Oct 1, 2006

Affiliation: Beihang University

#Joint Diagonalization #Blind Source Separation + Show 8 more

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Abstract

Joint diagonalization is an important family of methods for ICA (independent component analysis) and BSS (blind source separation). In this paper, we present a new approach to joint diagonalization of a set of 2×2 real symmetric matrices with a general (not necessarily orthogonal) matrix. It is a non-iterative algorithm in which the joint diagonalization problem can be solved by a special eigenvector problem. Some blind source separation (BSS) simulations results demonstrate that the algorithm has a substantial improvement in the separating performance.

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