Approximate Joint Diagonalization for ARMA Dependent Source Separation

Abstract

In this paper, an Approximate Joint Diagonalization (AJD) approach is proposed to separate dependent source signals. The diagonal structure of the Auto Regressive Moving Average (ARMA) matrix coefficients moves the problem from Blind Source Separation (BSS) to AJD one. The identified matrix coefficients of the observed signal are jointly diagonalized to achieve the mixture matrix identification. Simulation results are provided to illustrate the effectiveness of the proposed approach.