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...
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| creator | Hori, Gen Tanaka, Toshihisa |
| description | 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. |
| doi_str_mv | 10.1109/ICASSP.2010.5494925 |
| format | Conference Proceeding |
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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.</description><subject>Agriculture</subject><subject>Asia</subject><subject>Blind source separation</subject><subject>Convergence</subject><subject>Joint diagonalization</subject><subject>Linear approximation</subject><subject>Matrices</subject><subject>Numerical simulation</subject><subject>Riccati equations</subject><subject>Signal processing algorithms</subject><subject>signal separation</subject><subject>Source separation</subject><subject>time-varying mixing models</subject><issn>1520-6149</issn><issn>2379-190X</issn><isbn>9781424442959</isbn><isbn>1424442958</isbn><isbn>9781424442966</isbn><isbn>1424442966</isbn><fulltext>true</fulltext><rsrctype>conference_proceeding</rsrctype><creationdate>2010</creationdate><recordtype>conference_proceeding</recordtype><sourceid>6IE</sourceid><sourceid>RIE</sourceid><recordid>eNpVkMtKw0AYhccbGGufoJu8wNSZyT-3hQspVoWCQhXclclcyl_SiSSxoE9vxG5cHTgfHD4OITPO5pwze_O0uFuvX-aCjYUEC1bIEzK12nAQACCsUqekEJW2lFv2fvaPSXtOCi4Fo4qDvSRXfb9jjBkNpiC3S8wB87bEjAO6pjy45jP2ZWq7csB9pAfXff3yXYt5KAO6bZtdg99uwDZfk4vkmj5Ojzkhb8v718UjXT0_jM4rilzLgUJIrk5G-9GIKfCJ-yQF1DJAxYWvlA4arDfahFBLUYlYe-2d18mkoJisJmT2t4sxxs1Hh_vRanN8ovoBUMxO9Q</recordid><startdate>201003</startdate><enddate>201003</enddate><creator>Hori, Gen</creator><creator>Tanaka, Toshihisa</creator><general>IEEE</general><scope>6IE</scope><scope>6IH</scope><scope>CBEJK</scope><scope>RIE</scope><scope>RIO</scope></search><sort><creationdate>201003</creationdate><title>Finding initial values for time-varying joint diagonalization</title><author>Hori, Gen ; Tanaka, Toshihisa</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-i175t-4dfabf87c424064cf1cf524b5d4312c367d749c878ddb5232ebc7cac7f8fd6053</frbrgroupid><rsrctype>conference_proceedings</rsrctype><prefilter>conference_proceedings</prefilter><language>eng</language><creationdate>2010</creationdate><topic>Agriculture</topic><topic>Asia</topic><topic>Blind source separation</topic><topic>Convergence</topic><topic>Joint diagonalization</topic><topic>Linear approximation</topic><topic>Matrices</topic><topic>Numerical simulation</topic><topic>Riccati equations</topic><topic>Signal processing algorithms</topic><topic>signal separation</topic><topic>Source separation</topic><topic>time-varying mixing models</topic><toplevel>online_resources</toplevel><creatorcontrib>Hori, Gen</creatorcontrib><creatorcontrib>Tanaka, Toshihisa</creatorcontrib><collection>IEEE Electronic Library (IEL) Conference Proceedings</collection><collection>IEEE Proceedings Order Plan (POP) 1998-present by volume</collection><collection>IEEE Xplore All Conference Proceedings</collection><collection>IEEE Electronic Library (IEL)</collection><collection>IEEE Proceedings Order Plans (POP) 1998-present</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Hori, Gen</au><au>Tanaka, Toshihisa</au><format>book</format><genre>proceeding</genre><ristype>CONF</ristype><atitle>Finding initial values for time-varying joint diagonalization</atitle><btitle>2010 IEEE International Conference on Acoustics, Speech and Signal Processing</btitle><stitle>ICASSP</stitle><date>2010-03</date><risdate>2010</risdate><spage>2018</spage><epage>2021</epage><pages>2018-2021</pages><issn>1520-6149</issn><eissn>2379-190X</eissn><isbn>9781424442959</isbn><isbn>1424442958</isbn><eisbn>9781424442966</eisbn><eisbn>1424442966</eisbn><abstract>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.</abstract><pub>IEEE</pub><doi>10.1109/ICASSP.2010.5494925</doi><tpages>4</tpages></addata></record> |
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| issn | 1520-6149 2379-190X |
| language | eng |
| recordid | cdi_ieee_primary_5494925 |
| source | IEEE Electronic Library (IEL) Conference Proceedings |
| subjects | 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 |
| title | Finding initial values for time-varying joint diagonalization |
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