CONFAC Decomposition Approach to Blind Identification of Underdetermined Mixtures Based on Generating Function Derivatives
Résumé
This work proposes a new tensor-based approach to solve the problem of blind identification of underdetermined mixtures of complex sources exploiting the cumulant generating function (CGF) of the observations. We show that a collection of second-order derivatives of the CGF of the observations can be stored in a third-order tensor following a constrained factor (CONFAC) decomposition with known constrained structure. In order to increase the diversity, we combine three derivative types into an extended third-order CONFAC decomposition. A detailed uniqueness study of this decomposition is provided, from which easy-to-check sufficient conditions ensuring the essential uniqueness of the mixing matrix are obtained. From an algorithmic viewpoint, we develop a CONFAC-based enhanced line search (CONFAC-ELS) method to be used with an alternating least squares estimation procedure for accelerated convergence, and also analyze the numerical complexities of two CONFAC-based algorithms (namely, CONFAC-ALS and CONFAC-ELS) in comparison with the Leverberg-Marquardt (LM)-based algorithm recently derived to solve the same problem. Simulation results compare the proposed approach with some higher-order methods. Our results also corroborate the advantages of the CONFAC-based approach over the competing LM-based approach in terms of performance and computational complexity.
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