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Joint Diagonalization of Several Scatter Matrices for ICA

  • Conference paper

Part of the Lecture Notes in Computer Science book series (LNTCS,volume 7191)

Abstract

Procedures such as FOBI that jointly diagonalize two matrices with the independence property have a long tradition in ICA. These procedures have well-known statistical properties, for example they are prone to failure if the sources have multiple identical values on the diagonal. In this paper we suggest to diagonalize jointly k ≥ 2 scatter matrices having the independence property. For the joint diagonalization we suggest a novel algorithm which finds the correct direction in an deflation based manner, one after another. The method is demonstrated in a small simulation study.

Keywords

  • ICA
  • scatter matrix
  • independence property
  • joint diagonalization

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Nordhausen, K., Gutch, H.W., Oja, H., Theis, F.J. (2012). Joint Diagonalization of Several Scatter Matrices for ICA. In: Theis, F., Cichocki, A., Yeredor, A., Zibulevsky, M. (eds) Latent Variable Analysis and Signal Separation. LVA/ICA 2012. Lecture Notes in Computer Science, vol 7191. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-28551-6_22

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  • DOI: https://doi.org/10.1007/978-3-642-28551-6_22

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-28550-9

  • Online ISBN: 978-3-642-28551-6

  • eBook Packages: Computer ScienceComputer Science (R0)