We propose an iterative alternating-directions algorithm for minimizing the weighted least-squares criterion with respect to a general (not necessarily orthogonal) diagonalizing matrix.Expand

We propose a new low-complexity approximate joint diagonalization (AJD) algorithm, which incorporates nontrivial block-diagonal weight matrices into a weighted least-squares (WLS) AJD criterion.Expand

Blind separation of Gaussian sources with different spectra can be attained using second-order statistics. The second-order blind identification (SOBI) algorithm, proposed by Belouchrani et al.… Expand

We propose a novel algorithm for blind source separation (BSS), based on the second joint characteristic function of the observations, based on a set of derivative matrices.Expand

We consider Independent Component Analysis (ICA) for the case of binary sources, where addition has the meaning of the boolean "Exclusive Or" (XOR) operation, and show that any invertible mixing is identifiable (up to permutation ambiguity).Expand

Matrix decompositions such as the eigenvalue decomposition (EVD) or the singular value decomposition have a long history in signal processing problems, such as spectral analysis, signal/noise subspace estimation, principal component analysis (PCA), dimensionality reduction, and whitening in independent component analysis.Expand