Blind Identification of Underdetermined Mixtures by Simultaneous Matrix Diagonalization

Abstract--In this paper, we study simultaneous matrix diagonalization-based techniques for the estimation of the mixing matrix in underdetermined independent component analysis (ICA). This includes a generalization to underdetermined mixtures of the well-known SOBI algorithm. The problem is reformulated in terms of the parallel factor decomposition (PARAFAC) of a higher-order tensor. We present conditions under which the mixing matrix is unique and discuss several algorithms for its computation.

• Type: Journal
• Year: 2008
• Where: TSP
• Authors: Lieven De Lathauwer, Joséphine Castaing
• Keywords: Matrix Diagonalization-based Techniques, Mixing Matrix, TSP 2008, Well-known Sobi Algorithm