The problem of approximate joint diagonalization of a set of matrices is instrumental in numerous statistical signal processing applications. This paper describes a relative gradient non-orthogonal approximate joint d...The problem of approximate joint diagonalization of a set of matrices is instrumental in numerous statistical signal processing applications. This paper describes a relative gradient non-orthogonal approximate joint diagonalization （AJD） algorithm based on a non-least squares AJD criterion and a special AJD using a non-square diagonalizing matrix and an AJD method for ill-conditioned matrices. Simulation results demonstrate the better performance of the relative gradient AJD algorithm compared with the conventional least squares （LS） criteria based gradient-type AJD algorithms. The algorithm is attractive for practical applications since it is simple and efficient.展开更多
基金Supported by the Basic Research Foundation of Tsinghua National Laboratory for Information Science and Technology (TNList) the National Natural Science Foundation of China (No. 60675002)
文摘The problem of approximate joint diagonalization of a set of matrices is instrumental in numerous statistical signal processing applications. This paper describes a relative gradient non-orthogonal approximate joint diagonalization （AJD） algorithm based on a non-least squares AJD criterion and a special AJD using a non-square diagonalizing matrix and an AJD method for ill-conditioned matrices. Simulation results demonstrate the better performance of the relative gradient AJD algorithm compared with the conventional least squares （LS） criteria based gradient-type AJD algorithms. The algorithm is attractive for practical applications since it is simple and efficient.
