Perturbation analysis of Joint Eigenvalue Decomposition Algorithms

Emilio Rafael Balda; Sher Ali Cheema; Amir Weiss; Arie Yeredor; Martin Haardt

doi:10.1109/icassp.2017.7952727

Perturbation analysis of Joint Eigenvalue Decomposition Algorithms

Emilio Rafael Balda, Sher Ali Cheema, Amir Weiss, Arie Yeredor, Martin Haardt

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

7 Scopus citations

Abstract

Joint EigenValue Decomposition (JEVD) algorithms are widely used in many application scenarios. These algorithms can be divided into different categories based on the cost function that needs to be minimized. Most of the frequently used algorithms in the literature use indirect least square (LS) criteria as a cost function. In this work, we perform a first order perturbation analysis for the JEVD algorithms based on the indirect LS criterion. We also present closed-form expressions for the eigenvector and eigenvalue matrices. The obtained expressions are asymptotic in the signal-to-noise ratio (SNR). Additionally, we use these results to obtain a statistical analysis, where we only assume that the noise has finite second order moments. The simulation results show that the proposed analytical expressions match well to the empirical results of JEVD algorithms which are based on the LS cost function.

Original language	English
Title of host publication	2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - Proceedings
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	3101-3105
Number of pages	5
ISBN (Electronic)	9781509041176
DOIs	https://doi.org/10.1109/icassp.2017.7952727
State	Published - 16 Jun 2017
Externally published	Yes
Event	2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - New Orleans, United States Duration: 5 Mar 2017 → 9 Mar 2017

Publication series

Name	ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)	1520-6149

Conference

Conference	2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017
Country/Territory	United States
City	New Orleans
Period	5/03/17 → 9/03/17

Bibliographical note

Publisher Copyright:
© 2017 IEEE.

Keywords

joint eigenvalue decomposition
Perturbation analysis

Access to Document

10.1109/icassp.2017.7952727

Cite this

Balda, E. R., Cheema, S. A., Weiss, A., Yeredor, A., & Haardt, M. (2017). Perturbation analysis of Joint Eigenvalue Decomposition Algorithms. In 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - Proceedings (pp. 3101-3105). Article 7952727 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/icassp.2017.7952727

Balda, Emilio Rafael ; Cheema, Sher Ali ; Weiss, Amir et al. / Perturbation analysis of Joint Eigenvalue Decomposition Algorithms. 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2017. pp. 3101-3105 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

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Balda, ER, Cheema, SA, Weiss, A, Yeredor, A & Haardt, M 2017, Perturbation analysis of Joint Eigenvalue Decomposition Algorithms. in 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - Proceedings., 7952727, ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings, Institute of Electrical and Electronics Engineers Inc., pp. 3101-3105, 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017, New Orleans, United States, 5/03/17. https://doi.org/10.1109/icassp.2017.7952727

Perturbation analysis of Joint Eigenvalue Decomposition Algorithms. / Balda, Emilio Rafael; Cheema, Sher Ali; Weiss, Amir et al.
2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - Proceedings. Institute of Electrical and Electronics Engineers Inc., 2017. p. 3101-3105 7952727 (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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Balda ER, Cheema SA, Weiss A, Yeredor A, Haardt M. Perturbation analysis of Joint Eigenvalue Decomposition Algorithms. In 2017 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2017 - Proceedings. Institute of Electrical and Electronics Engineers Inc. 2017. p. 3101-3105. 7952727. (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). doi: 10.1109/icassp.2017.7952727

Perturbation analysis of Joint Eigenvalue Decomposition Algorithms

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