A Novel Non-Orthogonal Joint Diagonalization Cost Function for ICA
Bijan Afsari, Perinkulam S. Krishnaprasad · 2005
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.