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一种新的联合对角化算法

岳博 焦李成

岳博, 焦李成. 一种新的联合对角化算法[J]. 电子与信息学报, 2003, 25(7): 892-895.
引用本文: 岳博, 焦李成. 一种新的联合对角化算法[J]. 电子与信息学报, 2003, 25(7): 892-895.
Yue Bo, Jiao Licheng. An algorithm for joint diagonalization of positive definite symmmetric matrices[J]. Journal of Electronics & Information Technology, 2003, 25(7): 892-895.
Citation: Yue Bo, Jiao Licheng. An algorithm for joint diagonalization of positive definite symmmetric matrices[J]. Journal of Electronics & Information Technology, 2003, 25(7): 892-895.

一种新的联合对角化算法

An algorithm for joint diagonalization of positive definite symmmetric matrices

  • 摘要: 该文提出了一种用于对一组实对称正定矩阵进行联合对角化的新算法。文中的研究表明,对一组实对称正定矩阵的联合对角化问题可以近似成一个独立分量分析问题来解决,并且给出了相应的算法。同时,算法的性能也通过一个实例与其它方法进行了比较。
  • D.T. Pham, Joint approximate diagonalization of positive definite Hermitian matrices, SIAM J.on Matrix Anal. and Appl., 2001, 22(4), 1136-1152.[2]L. Parra, C. Spence, Separation of Non-Stationary Natural Signals, Independent Components Analysis: Principles and Practice, C. Roberts, et al. Ed., Cambridge, U. K.: Cambridge Univ.Press, 2000, 135-157.[3]P. Comon, Independent component analysis-A new concept? Signal Processing, 1994, 36(3),287-314.[4]A. Hyvarinen, Fast and robust fixed-point algorithms for independent component analysis, IEEE Trans. on Neural Networks, 1999, 10(3), 626-634.[5]B. Flury, Common principal components in k groups, J. Am. Statist. Assoc., 1984, 79(5), 892-897.[6]A. Belouchrami, K. Abed-Meraim, J. Cardoso, E. Moulines, A blind source separation technique using second-order statistics, IEEE Trans. on Signal Processing, 1997, 45(2), 434-444.[7]J. Cardoso, A. Souloumiac, Blind beamforming for non-Gaussian signals, IEE Proc-F, 1993,140(6), 362-370.[8]B. Flury, W. Gautschi, An algorithm for the simultaneous orthogonal transformation of several positive definite symmetric matrices to nearly orthogonal form, SIAM J. of Sci. Statist. Comp.,1986, 7(1), 169-184.[9]D.T. Pham, J. Cardoso, Blind separation of instantaneous mixtures of nonstationary sources,IEEE Trans. on Signal Processing, 2001, SP-49(9), 1837-1848.
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出版历程
  • 收稿日期:  2002-04-22
  • 修回日期:  2002-08-22
  • 刊出日期:  2003-07-19

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