Paper ID sheet
- TITLE: Joint diagonalization on the oblique manifold for independent
component analysis
- AUTHORS: P.-A. Absil, K. A. Gallivan
- ABSTRACT:
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 restricting the separating matrix to the oblique
manifold. The geometry of this manifold is developed and a
trust-region-based algorithm for non-orthogonal joint diagonalization
is proposed.
- STATUS: Proceedings of ICASSP 2006, pp. V-945 - V-948.
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