Joint Diagonalization on the Oblique Manifold for Independent Component Analysis

@article{Absil2006JointDO,
  title={Joint Diagonalization on the Oblique Manifold for Independent Component Analysis},
  author={Pierre-Antoine Absil and Kyle A. Gallivan},
  journal={2006 IEEE International Conference on Acoustics Speech and Signal Processing Proceedings},
  year={2006},
  volume={5},
  pages={V-V}
}
Several blind source separation algorithms obtain a separating matrix by computing the congruence transformation that "best" diagonalizes a collection of covariance matrices. Recent methods avoid a pre-whitening phase and directly attempt to compute a non-orthogonal diagonalizing congruence. However, since the magnitude of the sources is unknown, there is a fundamental indeterminacy on the norm of the rows of the separating matrix. We show how this indeterminacy can be taken into account by… CONTINUE READING
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