TY - GEN

T1 - On approximate joint "biagonalization" - A tool for noisy blind source separation

AU - Yeredor, Arie

PY - 2005

Y1 - 2005

N2 - Quite a few algorithms for Blind Source Separation (BSS) rely of approximate joint diagonalization (AJD) of a set of matrices. These matrices are usually estimates of some underlying matrices which admit exact joint diagonalization (EJD) in a noiseless scenario. When additive noise is present, the underlying set no longer admits EJD, since an unknown noise-related matrix is usually added to the diagonalizable form. Often this noise-related matrix is known to be diagonal. Hence, we define the "approximate joint biagonalization" (AJB) problem, aimed at fitting the noisy model to the estimated set of matrices. AJB differs from AJD in the presence of an additional unknown diagonal matrix in the model. We provide an iterative algorithm for minimizing the AJB Least-Squares (LS) criterion, based on an extension of an existing AJD algorithm. In addition, we provide some analytical results on exact and approximate biagonalization, applicable only to the special cases of two- and three-dimensional BSS problems.

AB - Quite a few algorithms for Blind Source Separation (BSS) rely of approximate joint diagonalization (AJD) of a set of matrices. These matrices are usually estimates of some underlying matrices which admit exact joint diagonalization (EJD) in a noiseless scenario. When additive noise is present, the underlying set no longer admits EJD, since an unknown noise-related matrix is usually added to the diagonalizable form. Often this noise-related matrix is known to be diagonal. Hence, we define the "approximate joint biagonalization" (AJB) problem, aimed at fitting the noisy model to the estimated set of matrices. AJB differs from AJD in the presence of an additional unknown diagonal matrix in the model. We provide an iterative algorithm for minimizing the AJB Least-Squares (LS) criterion, based on an extension of an existing AJD algorithm. In addition, we provide some analytical results on exact and approximate biagonalization, applicable only to the special cases of two- and three-dimensional BSS problems.

UR - http://www.scopus.com/inward/record.url?scp=33947115370&partnerID=8YFLogxK

U2 - 10.1109/ssp.2005.1628761

DO - 10.1109/ssp.2005.1628761

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AN - SCOPUS:33947115370

SN - 0780394046

SN - 9780780394049

T3 - IEEE Workshop on Statistical Signal Processing Proceedings

SP - 1108

EP - 1113

BT - 2005 IEEE/SP 13th Workshop on Statistical Signal Processing - Book of Abstracts

PB - IEEE Computer Society

Y2 - 17 July 2005 through 20 July 2005

ER -