Numerical methods for simultaneous diagonalization
SIAM Journal on Matrix Analysis and Applications
Jacobi Angles for Simultaneous Diagonalization
SIAM Journal on Matrix Analysis and Applications
Independent subspace analysis is unique, given irreducibility
ICA'07 Proceedings of the 7th international conference on Independent component analysis and signal separation
A blind source separation technique using second-order statistics
IEEE Transactions on Signal Processing
Joint block diagonalization algorithms for optimal separation of multidimensional components
LVA/ICA'12 Proceedings of the 10th international conference on Latent Variable Analysis and Signal Separation
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The recovery of the mixture of an N-dimensional signal generated by N independent processes is a well studied problem (see e.g. [1,10]) and robust algorithms that solve this problem by Joint Diagonalization exist. While there is a lot of empirical evidence suggesting that these algorithms are also capable of solving the case where the source signals have block structure (apart from a final permutation recovery step), this claim could not be shown yet - even more, it previously was not known if this model separable at all. We present a precise definition of the subspace model, introducing the notion of simple components, show that the decomposition into simple components is unique and present an algorithm handling the decomposition task.