FINDING INITIAL VALUES FOR TIME-VARYING JOINT DIAGONALIZATION

被引:1
|
作者
Hori, Gen [1 ]
Tanaka, Toshihisa [2 ]
机构
[1] Asia Univ, Fac Business Adm, Tokyo 1808629, Japan
[2] Tokyo Univ Agr & Technol, Dept Elect & Elect Engn, Koganei, Tokyo 1848588, Japan
关键词
Joint diagonalization; signal separation; time-varying mixing models; BLIND SOURCE SEPARATION; ALGORITHM; SIGNALS;
D O I
10.1109/ICASSP.2010.5494925
中图分类号
O42 [声学];
学科分类号
070206 ; 082403 ;
摘要
A novel method termed differential joint diagonalization (DJD) is introduced to find good initial values for joint diagonalization of time-varying correlation matrices. A key point of the method is finding a matrix which satisfies several conditions in the form of the matrix Riccati equation simultaneously. An alternate algorithm of differential joint diagonalization and joint diagonalization is proposed and shown by numerical simulation to outperform a standard joint diagonalization algorithm in tracking time-varying mixing models.
引用
收藏
页码:2018 / 2021
页数:4
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