RESUMO
This paper addresses the problem of adaptive source extraction via the canonical correlation analysis (CCA) approach. Based on Liu's analysis of CCA approach, we propose a new criterion for source extraction, which is proved to be equivalent to the CCA criterion. Then, a fast and efficient online algorithm using quasi-Newton iteration is developed. The stability of the algorithm is also analyzed using Lyapunov's method, which shows that the proposed algorithm asymptotically converges to the global minimum of the criterion. Simulation results are presented to prove our theoretical analysis and demonstrate the merits of the proposed algorithm in terms of convergence speed and successful rate for source extraction.
RESUMO
A new iterative algorithm for the nonunitary joint zero diagonalization of a set of matrices is proposed for blind source separation applications. On one hand, since the zero diagonalizer of the proposed algorithm is constructed iteratively by successive multiplications of an invertible matrix, the singular solutions that occur in the existing nonunitary iterative algorithms are naturally avoided. On the other hand, compared to the algebraic method for joint zero diagonalization, the proposed algorithm requires fewer matrices to be zero diagonalized to yield even better performance. The extension of the algorithm to the complex and nonsquare mixing cases is also addressed. Numerical simulations on both synthetic data and blind source separation using time-frequency distributions illustrate the performance of the algorithm and provide a comparison to the leading joint zero diagonalization schemes.
