NDLI: Fast Approximate Joint Diagonalization Incorporating Weight Matrices

Content Provider	IEEE Xplore Digital Library
Author	Tichavsky, P. Yeredor, A.
Copyright Year	1991
Abstract	We propose a new low-complexity approximate joint diagonalization (AJD) algorithm, which incorporates nontrivial block-diagonal weight matrices into a weighted least-squares (WLS) AJD criterion. Often in blind source separation (BSS), when the sources are nearly separated, the optimal weight matrix for WLS-based AJD takes a (nearly) block-diagonal form. Based on this observation, we show how the new algorithm can be utilized in an iteratively reweighted separation scheme, thereby giving rise to fast implementation of asymptotically optimal BSS algorithms in various scenarios. In particular, we consider three specific (yet common) scenarios, involving stationary or block-stationary Gaussian sources, for which the optimal weight matrices can be readily estimated from the sample covariance matrices (which are also the target-matrices for the AJD). Comparative simulation results demonstrate the advantages in both speed and accuracy, as well as compliance with the theoretically predicted asymptotic optimality of the resulting BSS algorithms based on the weighted AJD, both on large scale problems with matrices of the size 100times100.
Sponsorship	IEEE Signal Processing Society
Starting Page	878
Ending Page	891
Page Count	14
File Size	976456
File Format	PDF
ISSN	1053587X
Volume Number	57
Issue Number	3
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2009-03-01
Publisher Place	U.S.A.
Access Restriction	One Nation One Subscription (ONOS)
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Covariance matrix Source separation Signal processing algorithms Blind source separation Symmetric matrices Iterative algorithms Large-scale systems Biomedical computing Predictive models Autoregressive processes nonstationary random processes Approximate joint diagonalization (AJD) auto regressive processes blind source separation (BSS)
Content Type	Text
Resource Type	Article
Subject	Signal Processing Electrical and Electronic Engineering

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