COMPLEX NON-ORTHOGONAL JOINT DIAGONALIZATION WITH SUCCESSIVE GIVENS AND HYPERBOLIC ROTATIONS

Release Time:2019-03-11  Hits:

Indexed by: Conference Paper

Date of Publication: 2012-03-25

Included Journals: Scopus、CPCI-S、EI

Page Number: 1889-1892

Key Words: Blind source separation; Complex non-orthogonal joint diagonalization; Givens; Hyperbolic

Abstract: Complex blind source separation (BSS) received growing interests in many practical applications in the past decades, and non-orthogonal joint diagonalization (JD) of a set of complex matrices plays an instrumental role in solving these problems. In this paper, we propose a new complex non-orthogonal JD algorithm. This algorithm successively finds the optimal Givens and hyperbolic rotation matrices that constitute the elementary rotation matrix in each iteration in an alternating manner. It does not require the target matrices to be Hermitian, and thus could be well adapted to BSS problems that involve fourth-order cumulant slices or time-lagged covariance matrices. Simulations are provided to compare the proposed algorithm with other JD algorithms.

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