Relative gradient based algorithms for general joint diagonalization of complex matrices

DOI10.1007/S11045-015-0328-5MaRDI QIDQ2014178zbMATH OpenOpenAlexFDO

Authors Tual Trainini, Eric Moreau

Publication date 10 August 2017

Published in Multidimensional Systems and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11045-015-0328-5

zbMATH Keywords

independent component analysisnumerical examplesblind source separationgradient algorithmjoint diagonalizationcomplex symmetric matrices

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Canonical forms, reductions, classification (15A21)

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Cites work

• A new gradient method with an optimal stepsize property
• Array processing using joint diagonalization
• Complex random vectors and ICA models: identifiability, uniqueness, and separability
• Convergence of conjugate gradient methods with a closed-form stepsize formula
• HIGH-ORDER CONTRASTS FOR SELF-ADAPTIVE SOURCE SEPARATION
• Independent component analysis, a new concept?

Cited in

(6)

• Optimal Joint Diagonalization of Complex Symmetric Third-Order Tensors. Application to Separation of Non Circular Signals
• A fast algorithm for joint diagonalization with non-orthogonal transformations and its application to blind source separation
• A fast non-unitary joint diagonalization algorithm based on utilizations of parametric structures
• Non Unitary Joint Block Diagonalization of Complex Matrices Using a Gradient Approach
• Gradient search non-orthogonal approximate joint diagonalization algorithm
• Preconditioned optimization algorithms solving the problem of the non unitary joint block diagonalization: application to blind separation of convolutive mixtures

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