Extension of joint diagonalization for moving targets
Gen Hori, Toshihisa Tanak · 2009
Joint diagonalization algorithm is extended for a time-varying mixing matrix. A new method termed ¿differential joint diagonalization (DJD)¿ is introduced to calculate the time-difference of the demixing matrix from the time-difference of the time-delayed correlations and applied to BSS algorithm based on joint diagonalization of time-delayed correlations. An alternate algorithm of differential joint diagonalization (DJD) and joint diagonalization (JD) for tracking a time-varying mixing matrix is proposed.