SECOND ORDER BLIND SOURCE SEPARATION BY RECURSIVE SPLITTING OF SIGNAL SUBSPACES

Michael Zibulevsky Barak A. Pearlmutter
michael@cs.unm.edu bap@cs.unm.edu

We present an approach to blind source separation based on delayed correlations. This method recur- sively splits separation space into subspaces spanned by groups of sources. The inner loop consists of re- peated application of a standard eigenvalue decompo- sition. When the number of sources is large this algo- rithm is signi cantly faster than joint diagonalization of cross-covariance matrices.