A Novel Non-Orthogonal Joint Diagonalization Cost Function for ICA | Zendy

Bijan Afsari | Zendy; P. S. Krishnaprasad | Zendy

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A Novel Non-Orthogonal Joint Diagonalization Cost Function for ICA

Author(s) -

Bijan Afsari,

P. S. Krishnaprasad

Publication year - 2005

Publication title -

digital repository at the university of maryland (university of maryland college park)

Language(s) - English

Resource type - Reports

DOI - 10.21236/ada440311

Subject(s) - independent component analysis , joint (building) , empirical orthogonal functions , function (biology) , computer science , artificial intelligence , engineering , machine learning , biology , structural engineering , evolutionary biology

: 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.

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