Fast communication: A recursive solution to nonunitary joint diagonalization

Authors:
Wei-Tao Zhang;Shun-Tian Lou
Affiliations:
School of Electronic Engineering, Xidian University, Xi'an 710071, China;School of Electronic Engineering, Xidian University, Xi'an 710071, China and Key Lab of High-speed Circuit Design and EMC, Ministry of Education, China
Venue:
Signal Processing
Year:
2013

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Abstract

Joint diagonalization of a set of matrices is an essential tool in many signal processing applications. This letter is devoted to seeking a recursive solution to nonunitary joint diagonalization. The proposed algorithm recursively minimizes an exponentially windowed least squares (LS) criterion, leading to a computationally cheaper recursive update rule for joint diagonalization. This merit enables us to develop (block) online algorithm for source separation and other applications. Simulation results on synthetic data and blind separation of real speech signals validate the effectiveness of the proposed algorithm.