Finding initial values for time-varying joint diagonalization

Finding initial values for time-varying joint diagonalization

A novel method termed differential joint diagonalization (DJD) is introduced to find good initial values for joint diagonalization of time-varying correlation matrices. A key point of the method is finding a matrix which satisfies several conditions in the form of the matrix Riccati equation simulta...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Hauptverfasser: Hori, Gen, Tanaka, Toshihisa
Format: Tagungsbericht
Sprache:eng
Schlagworte:
Agriculture
Asia
Blind source separation
Convergence
Joint diagonalization
Linear approximation
Matrices
Numerical simulation
Riccati equations
Signal processing algorithms
signal separation
Source separation
time-varying mixing models
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Beschreibung
Zusammenfassung:A novel method termed differential joint diagonalization (DJD) is introduced to find good initial values for joint diagonalization of time-varying correlation matrices. A key point of the method is finding a matrix which satisfies several conditions in the form of the matrix Riccati equation simultaneously. An alternate algorithm of differential joint diagonalization and joint diagonalization is proposed and shown by numerical simulation to outperform a standard joint diagonalization algorithm in tracking time-varying mixing models.
ISSN:1520-6149
2379-190X
DOI:10.1109/ICASSP.2010.5494925