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We propose a novel technique for the extraction of one independent component from an instantaneous linear complex-valued mixture of signals. The mixing model is optimized in terms of the number of parameters that are necessary to simultaneously estimate one column of the mixing matrix and one row of the de-mixing matrix, which both correspond to the desired source. The desired source is assumed to...
This paper presents algorithms for two-sided diagonalization of order-three tensors. It is another expression for joint non-symmetric approximate diagonalization of a set of square ma trices, say T1,…, TM: We seek two non-orthogonal matrices A and B such that the products ATmBT are close to diagonal in a sense. The algorithms can be used for a block tensor decomposition and applied e.g. for tensor...
Parallel factor (PARAFAC) analysis is an extension of a low rank decomposition to higher way arrays, usually called tensors. Most of existing methods are based on an alternating least square (ALS) algorithm that proceeds iteratively, and minimizes a criterion (that is usually quadratic) of the fit with respect to individual factors one by one. Convergence of this approach is known to be slow, if some...
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