Title :
Variations around gradient like algorithms for joint diagonalization of hermitian matrices
Author :
Trainini, Tual ; Moreau, Eric
Author_Institution :
LSIS, Univ. du Sud Toulon-Var, La Valette-du-Var, France
Abstract :
In this paper, we address the problem of joint diagonalization of hermitian complex matrix sets, which arises in many signal processing problems (telecommunications, radioastronomy, biology). We present different gradient based algorithms using an optimal step size multiplicative update. Computer simulations are provided to illustrate the comparative behavior of those algorithms together with an application to source separation.
Keywords :
Hermitian matrices; blind source separation; gradient methods; Hermitian complex matrix sets; comparative behaviour; computer simulations; gradient-based algorithms; joint diagonalization; optimal step size multiplicative update; signal processing problems; source separation; Approximation algorithms; Approximation methods; Convergence; Joints; Matrix decomposition; Signal processing algorithms; Signal to noise ratio; Independant Component Analysis; Joint Diagonalization; Source Separation;
Conference_Titel :
Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European
Conference_Location :
Bucharest
Print_ISBN :
978-1-4673-1068-0