Iterative algorithm for joint zero diagonalization with application in blind source separation.

A new iterative algorithm for the nonunitary joint zero diagonalization of a set of matrices is proposed for blind source separation applications. On one hand, since the zero diagonalizer of the proposed algorithm is constructed iteratively by successive multiplications of an invertible matrix, the singular solutions that occur in the existing nonunitary iterative algorithms are naturally avoided. On the other hand, compared to the algebraic method for joint zero diagonalization, the proposed algorithm requires fewer matrices to be zero diagonalized to yield even better performance. The extension of the algorithm to the complex and nonsquare mixing cases is also addressed. Numerical simulations on both synthetic data and blind source separation using time-frequency distributions illustrate the performance of the algorithm and provide a comparison to the leading joint zero diagonalization schemes.