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arXiv · 1808.10298

Hybrid Joint Diagonalization Algorithms

Mohamed Nait-Meziane·Karim Abed-Meraim·Abd-Krim Seghouane·Ammar Mesloub
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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.

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Mohamed Nait-Meziane, Karim Abed-Meraim, Abd-Krim Seghouane, Ammar Mesloub. 2018-09-08. Hybrid Joint Diagonalization Algorithms. https://doi.org/10.1109/lsp.2018.2868408

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