Approximate Joint Diagonalization Using a Natural Gradient Approach


We present a new algorithm for non-unitary approximate joint diagonalization (AJD), based on a “natural gradient”-type multiplicative update of the diagonalizing matrix, complemented by step-size optimization at each iteration. The advantages of the new algorithm over existing non-unitary AJD algorithms are in the ability to accommodate non-positive… (More)
DOI: 10.1007/978-3-540-30110-3_12


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