Testing Unconstrained Optimization Software
ACM Transactions on Mathematical Software (TOMS)
The Journal of Machine Learning Research
Separating mixed multi-component signal with an application in mechanical watch movement
Digital Signal Processing
Nonorthogonal joint diagonalization by combining givens and hyperbolic rotations
IEEE Transactions on Signal Processing
A new nonmonotone trust-region method of conic model for solving unconstrained optimization
Journal of Computational and Applied Mathematics
A new behavior of higher order blind source separation methods for convolutive mixture
Digital Signal Processing
A Nonmonotone trust region method with adaptive radius for unconstrained optimization problems
Computers & Mathematics with Applications
Blind source separation with time series variational Bayes expectation maximization algorithm
Digital Signal Processing
A blind source separation technique using second-order statistics
IEEE Transactions on Signal Processing
Approximate Joint Singular Value Decomposition of an Asymmetric Rectangular Matrix Set
IEEE Transactions on Signal Processing
Nonorthogonal Joint Diagonalization Free of Degenerate Solution
IEEE Transactions on Signal Processing
IEEE Transactions on Signal Processing
Fast and robust fixed-point algorithms for independent component analysis
IEEE Transactions on Neural Networks
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We proposed an algorithm for the efficient non-orthogonal joint diagonalization of a given set of matrices. The algorithm is based on the hybrid trust region method (HTRM) and its optimization approach, on which the efficiency of the method depends. Unlike traditional trust region methods that resolve sub-problems, HTRM efficiently searches a region via a quasi-Newton approach, by which it identifies new iteration points when a trial step is rejected. Thus, the proposed algorithm improves computational efficiency. Under mild conditions, we prove that the HTRM-based algorithm has global convergence properties together with local superlinear and quadratic convergence rates. Finally, we apply the combinative algorithm to blind source separation (BSS). Numerical results show that this method is highly robust, and computer simulations indicate that the algorithms excellently performs BSS.