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Nonorthogonal Joint Diagonalization Algorithm Based on Trigonometric Parameterization

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3 Author(s)
Fuxiang Wang ; Beihang Univ., Beijing ; Zhongkan Liu ; Jun Zhang

The joint diagonalization technique is an important type of method for blind source separation. In this paper, a new approach is presented to joint diagonalization for a set of symmetric matrices with a general (and not necessarily orthogonal) matrix. The approach performs joint diagonalization via a series of symmetric eigen decompositions, including merits of simplicity, effectiveness, and computational efficiency. Simulation results demonstrate the potential improvement of the performance in the context of blind source separation.

Published in:

IEEE Transactions on Signal Processing  (Volume:55 ,  Issue: 11 )