Eigendecomposition of self-tuned cumulant-matrices for blind source separation

Existing algorithms for blind source separation are often based on the eigendecomposition of fourth-order cumulant matrices. However, when the cumulant matrices have close eigenvalues, their eigenvectors are very sensitive to errors in the estimation of the matrices.In this paper, we show how to produce a cumulant matrix that has a well-separated extremal eigenvalue. The corresponding eigenvector is thus well conditioned and can be used to develop robust algorithms for blind source extraction. Some numerical experiments are provided to illustrate the effectiveness of the proposed approach.

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