Hybrid Joint Diagonalization Algorithms
Signal Processing
2018-09-11 v2
Abstract
This paper deals with a hybrid joint diagonalization (JD) problem considering both Hermitian and transpose congruences. Such problem can be encountered in certain non-circular signal analysis applications including blind source separation. We introduce new Jacobi-like algorithms using Givens or a combination of Givens and hyperbolic rotations. These algorithms are compared with state-of-the-art methods and their performance gain, especially in the high dimensional case, is assessed through simulation experiments including examples related to blind separation of non-circular sources.
Cite
@article{arxiv.1808.10298,
title = {Hybrid Joint Diagonalization Algorithms},
author = {Mohamed Nait-Meziane and Karim Abed-Meraim and Abd-Krim Seghouane and Ammar Mesloub},
journal= {arXiv preprint arXiv:1808.10298},
year = {2018}
}
Comments
Supplementary material (ref. [18]) is included in this file