Blind source separation using block-coordinate relative Newton method

Authors:
Alexander M. Bronstein;Michael M. Bronstein;Michael Zibulevsky
Affiliations:
Department of Electrical Engineering, Technion Israel Institute of Technology, Haifa 32000, Israel;Department of Computer Science, Technion Israel Institute of Technology, Haifa 32000, Israel;Department of Electrical Engineering, Technion Israel Institute of Technology, Haifa 32000, Israel
Venue:
Signal Processing
Year:
2004

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Abstract

Presented here is a block-coordinate version of the relative Newton method, recently proposed for quasi-maximum likelihood blind source separation. Special structure of the Hessian matrix allows performing block-coordinate Newton descent efficiently. Simulations show that typically our method converges in near constant number of iterations (order of 10) independently of the problem size.