JADE Algorithm for Blind Signal Separation: Implementation and Performance Analysis

Resource Overview

Implementation of the JADE algorithm for blind signal separation featuring fast convergence and superior separation performance, particularly for complex-valued signals, with comparative advantages over traditional FASTICA algorithms

Detailed Documentation

To implement the JADE (Joint Approximate Diagonalization of Eigenmatrices) algorithm for blind signal separation, we introduce an optimization approach based on fourth-order cumulant statistics. The algorithm employs joint diagonalization of covariance matrices through eigenvalue decomposition, achieving rapid convergence within few iterations. Compared to traditional FASTICA algorithms that typically rely on negentropy maximization, JADE demonstrates superior separation accuracy especially for complex-valued signals by utilizing higher-order statistical properties. Experimental validations confirm JADE's slightly better performance in signal processing applications, making it more suitable for practical implementations where complex signal separation is required. The core implementation involves MATLAB's eig() function for matrix diagonalization and cumulant calculations for statistical independence measurement.