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Joint Block Diagonalization Algorithms for Optimal Separation of Multidimensional Components

  • Dana Lahat
  • Jean-François Cardoso
  • Hagit Messer
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 7191)

Abstract

This paper deals with non-orthogonal joint block diagonalization. Two algorithms which minimize the Kullback-Leibler divergence between a set of real positive-definite matrices and a block-diagonal transformation thereof are suggested. One algorithm is based on the relative gradient, and the other is based on a quasi-Newton method. These algorithms allow for the optimal, in the mean square error sense, blind separation of multidimensional Gaussian components. Simulations demonstrate the convergence properties of the suggested algorithms, as well as the dependence of the criterion on some of the model parameters.

Keywords

Joint block diagonalization relative gradient quasi-Newton 

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Copyright information

© Springer-Verlag Berlin Heidelberg 2012

Authors and Affiliations

  • Dana Lahat
    • 1
  • Jean-François Cardoso
    • 2
  • Hagit Messer
    • 1
  1. 1.School of Electrical EngineeringTel Aviv UniversityTel AvivIsrael
  2. 2.LTCITELECOM ParisTECH and CNRSParisFrance

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