A Novel Non-Orthogonal Joint Diagonalization Cost Function for ICA

Abstract

We present a new scale-invariant cost function for non-orthogonal joint-diagonalization of a set of symmetric matrices with application to Independent Component Analysis (ICA). We derive two gradient minimization schemes to minimize this cost function. We also consider their performance in the context of an ICA algorithm based on non-orthogonal joint diagonalization.

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 2005
Accession Number
ADA440311

Entities

People

  • Bijan Afsari
  • P.S.Krishnaprasad

Organizations

  • University of Maryland

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computations
  • Control Systems
  • Engineering
  • Gaussian Noise
  • Information Operations
  • Lie Groups
  • Maximum Likelihood Estimation
  • Military Research
  • Noise
  • Random Variables
  • Standards
  • Statistics
  • Universities
  • Websites

Readers

  • Life Cycle Cost Analysis
  • Linear Algebra
  • Military Engineering.