An EVD algorithm for para-Hermitian polynomial matrices

McWhirter, John ORCID: https://orcid.org/0000-0003-1810-3318, Baxter, P. D., Cooper, T, Redif, S and Foster, J 2007. An EVD algorithm for para-Hermitian polynomial matrices. IEEE Transactions on Signal Processing 55 (5) , pp. 2158-2169. 10.1109/TSP.2007.893222

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Abstract

An algorithm for computing the eigenvalue decomposition of a para-Hermitian polynomial matrix is described. This amounts to diagonalizing the polynomial matrix by means of a paraunitary "similarity" transformation. The algorithm makes use of "elementary paraunitary transformations" and constitutes a generalization of the classical Jacobi algorithm for conventional Hermitian matrix diagonalization. A proof of convergence is presented. The application to signal processing is highlighted in terms of strong decorrelation and multichannel data compaction. Some simulated results are presented to demonstrate the capability of the algorithm

Item Type:	Article
Date Type:	Publication
Status:	Published
Schools:	Engineering
Uncontrolled Keywords:	Broadband sensor array , convolutive mixing , multichannel data compaction , paraunitary matrix , polynomial matrix eigenvalue decomposition , strong decorrelation
ISSN:	1053587X
Last Modified:	17 Oct 2022 09:03
URI:	https://orca.cardiff.ac.uk/id/eprint/1927

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