Second Order Blind Source Separation By Recursive Splitting Of Signal Subspaces
Michael Zibulevsky, Barak A. Pearlmutter · Maynooth University ePrints and eTheses Archive (Maynooth University) · 2000
...based on delayed correlations. This method recursively splits separation space into subspaces spanned by groups of sources. The inner loop consists of repeated application of a standard eigenvalue decomposition. When the number of sources is large this algorithm is significantly faster than joint diagonalization of cross-covariance matrices.