AN ITERATIVE EIGENDECOMPOSITION APPROACH TO BLIND SOURCE SEPARATION

In this work we address the generalized eigendecomposition approach (GED) to the blind source separation problem. We present an alternative formulation for GED based on the definition of congruent pencils. Making use of this definition, and matrix block operations, the eigendecompostion approach to blind source separation is completely characterized. We also present an iterative method to compute the eigendecomposition of a symmetric positive definite pencil.