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Causality-constrained multiple shift sequential matrix diagonalisation for parahermitian matrices

Corr, Jamie and Thompson, Keith and Weiss, Stephan and McWhirter, John G. and Proudler, Ian K. (2014) Causality-constrained multiple shift sequential matrix diagonalisation for parahermitian matrices. In: 2014 Proceedings of the 22nd European Signal Processing Conference (EUSIPCO). IEEE, pp. 1277-1281. ISBN 978-0-9928626-1-9

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Abstract

This paper introduces a causality constrained sequential matrix diagonalisation (SMD) algorithm, which generates a causal paraunitary transformation that approximately diagonalises and spectrally majorises a parahermitian matrix, and can be used to determine a polynomial eigenvalue decomposition. This algorithm builds on a multiple shift technique which speeds up diagonalisation per iteration step based on a particular search space, which is constrained to permit a maximum number of causal time shifts. The results presented in this paper show the performance in comparison to existing algorithms, in particular an unconstrained multiple shift SMD algorithm, from which our proposed method derives.