A Fast Approximate Joint Diagonalization Algorithm Using a Criterion with a Block Diagonal Weight Matrix
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F08%3A00306560" target="_blank" >RIV/67985556:_____/08:00306560 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A Fast Approximate Joint Diagonalization Algorithm Using a Criterion with a Block Diagonal Weight Matrix
Original language description
We propose a new algorithm for Approximate Joint Diagonalization (AJD) with two main advantages over existing state-of-the-art algorithms: Improved overall running speed, especially in large-scale (high-dimensional) problems; and an ability to incorporate specially structured weight-matrices into the AJD criterion. The algorithm is based on approximate Gauss iterations for successive reduction of a weighted Least Squares off-diagonality criterion. The proposed Matlab implementation allows AJD of ten 100x100 matrices in 3-4 seconds (for the unweighted case) on a common PC (Pentium M, 1.86GHz, 2GB RAM), generally 3-5 times faster than the fastest competitor. The ability to incorporate weights allows fast large-scale realization of optimized versions of classical blind source separation algorithms, such as Second-Order Blind Identification (SOBI), whose weighted version (WASOBI) yields significantly improved separation performance.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BB - Applied statistics, operational research
OECD FORD branch
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Result continuities
Project
<a href="/en/project/1M0572" target="_blank" >1M0572: Data, algorithms, decision making</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2008
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
ICASSP 2008: IEEE International Conference on Acoustics, Speech, and Signal Processing
ISBN
978-1-4244-1483-3
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
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Publisher name
Conference Management Services
Place of publication
Bryan
Event location
Las Vegas
Event date
Mar 30, 2008
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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