[PDF][PDF] Identifiability of Complex Blind Source Separation via Non-Unitary Joint Diagonalization

M Kleinsteuber, H Shen - arXiv preprint arXiv:1111.7088, 2011 - academia.edu
arXiv preprint arXiv:1111.7088, 2011academia.edu
Identifiability analysis of complex Blind Source Separation (BSS), ie to study under what
conditions the BSS problem can be solved, is a longstanding and most critical problem in
the community. It serves not only as the indicator to solvability of the BSS problem, but also
as the constructive ground for developing efficient algorithms. Various BSS methods are
based on jointly diagonalizing a set of matrices, which are generated using second-or
higher-order statistics. The present work provides a general result on the uniqueness …
Abstract
Identifiability analysis of complex Blind Source Separation (BSS), ie to study under what conditions the BSS problem can be solved, is a longstanding and most critical problem in the community. It serves not only as the indicator to solvability of the BSS problem, but also as the constructive ground for developing efficient algorithms. Various BSS methods are based on jointly diagonalizing a set of matrices, which are generated using second-or higher-order statistics. The present work provides a general result on the uniqueness conditions of matrix joint diagonalization. It unifies all existing results on the identifiability conditions of complex BSS, with respect to non-circularity, non-stationarity, non-whiteness, and non-Gaussianity. Additionally, following the main identifiability result, a solution for complex BSS is proposed. It is given in closed form in terms of an eigenvalue and a singular value decomposition of two matrices.
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