Journal
IEEE TRANSACTIONS ON SIGNAL PROCESSING
Volume 56, Issue 3, Pages 1096-1105Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TSP.2007.908929
Keywords
canonical decomposition; higher order tensor; independent component analysis (ICA); parallel factor (PARAFAC) analysis; simultaneous diagonalization; underdetermined mixture
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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.
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