Title
Joint Diagonalization on the Oblique Manifold for Independent Component Analysis.
Abstract
Several blind source separation algorithms obtain a separating matrix by computing the congruence transformation that "best" diagonalizes a collection of covariance matrices. Recent methods avoid a pre-whitening phase and directly attempt to compute a non- orthogonal diagonalizing congruence. However, since the magnitude of the sources is unknown, there is a fundamental indeterminacy on the norm of the rows of the separating matrix. We show how this indeterminacy can be taken into account by restricting the separating matrix to the oblique manifold. The geometry of this manifold is developed and a trust-region-based algorithm for non-orthogonal joint diagonalization is proposed.
Year
DOI
Venue
2006
10.1109/ICASSP.2006.1661433
ICASSP (5)
Keywords
Field
DocType
vectors,signal processing,trust region,geometry,independent component analysis,blind source separation,manifolds,cost function,covariance matrix
Row,Oblique case,Mathematical optimization,Pattern recognition,Matrix (mathematics),Independent component analysis,Artificial intelligence,Blind signal separation,Congruence (geometry),Manifold,Mathematics,Covariance
Conference
Volume
ISSN
ISBN
5
1520-6149
1-4244-0469-X
Citations 
PageRank 
References 
22
1.46
12
Authors
2
Name
Order
Citations
PageRank
P.-A. Absil137428.40
Kyle Gallivan2889154.22