Shortening of paraunitary matrices obtained by polynomial eigenvalue decomposition algorithms

This paper extends the analysis of the recently introduced row-shift corrected truncation method for paraunitary matrices to those produced by the state-of-the-art sequential matrix diagonalisation (SMD) family of polynomial eigenvalue decomposition (PEVD) algorithms. The row-shift corrected truncation method utilises the ambiguity in the paraunitary matrices to reduce their order. The results presented in this paper compare the effect a simple change in PEVD method can have on the performance of the paraunitary truncation. In the case of the SMD algorithm the benefits of the new approach are reduced compared to what has been seen before however there is still a reduction in both reconstruction error and paraunitary matrix order

Analysing the performance of divide-and-conquer sequential matrix diagonalisation for large broadband sensor arrays

A number of algorithms capable of iteratively calculating a polynomial matrix eigenvalue decomposition (PEVD) have been introduced. The PEVD is an extension of the ordinary EVD to polynomial matrices and will diagonalise a parahermitian matrix using paraunitary operations. Inspired by recent work towards a low complexity divide-and-conquer PEVD algorithm, this paper analyses the performance of this algorithm - named divide-and-conquer sequential matrix diagonalisation (DC-SMD) - for applications involving broadband sensor arrays of various dimensionalities. We demonstrate that by using the DC-SMD algorithm instead of a traditional alternative, PEVD complexity and execution time can be significantly reduced. This reduction is shown to be especially impactful for broadband multichannel problems involving large arrays

Cyclic-by-row approximation of iterative polynomial EVD algorithms

A recent class of sequential matrix diagonalisation (SMD) algorithms have been demonstrated to provide a fast converging solution to iteratively approximating the polynomial eigenvalue decomposition of a parahermitian matrix. However, the calculation of an EVD, and the application of a full unitary matrix to every time lag of the parahermitian matrix in the SMD algorithm results in a high numerical cost. In this paper, we replace the EVD with a limited number of Givens rotations forming a cyclic-by-row Jacobi sweep. Simulations indicate that a considerable reduction in computational complexity compared to SMD can be achieved with a negligible sacrifice in diagonalisation performance, such that the benefits in applying the SMD are maintained

Row-shift corrected truncation of paraunitary matrices for PEVD algorithms

In this paper, we show that the paraunitary (PU) matrices that arise from the polynomial eigenvalue decomposition (PEVD) of a parahermitian matrix are not unique. In particular, arbitrary shifts (delays) of polynomials in one row of a PU matrix yield another PU matrix that admits the same PEVD. To keep the order of such a PU matrix as low as possible, we pro- pose a row-shift correction. Using the example of an iterative PEVD algorithm with previously proposed truncation of the PU matrix, we demonstrate that a considerable shortening of the PU order can be accomplished when using row-corrected truncation

Multiple shift second order sequential best rotation algorithm for polynomial matrix EVD

In this paper, we present an improved version of the second order sequential best rotation algorithm (SBR2) for polynomial matrix eigenvalue decomposition of para-Hermitian matrices. The improved algorithmis entitledmultiple shift SBR2 (MS-SBR2) which is developed based on the original SBR2 algorithm. It can achieve faster convergence than the original SBR2 algorithm by means of transferring more off-diagonal energy onto the diagonal at each iteration. Its convergence is proved and also demonstrated by means of a numerical example. Furthermore, simulation results are included to compare its convergence characteristics and computational complexity with the original SBR2, sequential matrix diagonalization (SMD) and multiple shift maximum element SMD algorithms

Order-controlled multiple shift SBR2 algorithm for para-hermitian polynomial matrices

In this work we present a new method of controlling the order growth of polynomial matrices in the multiple shift second order sequential best rotation (MS-SBR2) algorithm which has been recently proposed by the authors for calculating the polynomial matrix eigenvalue decomposition (PEVD) for para-Hermitian matrices. In effect, the proposed method introduces a new elementary delay strategy which keeps all the row (column) shifts in the same direction throughout each iteration, which therefore gives us the flexibility to control the polynomial order growth by selecting shifts that ensure non-zero coefficients are kept closer to the zero-lag plane. Simulation results confirm that further order reductions of polynomial matrices can be achieved by using this direction-fixed delay strategy for the MS-SBR2 algorithm

Investigation of a polynomial matrix generalised EVD for multi-channel Wiener filtering

State of the art narrowband noise cancellation techniques utilise the generalised eigenvalue decomposition (GEVD) for multichannel Wiener filtering which can be applied to independent frequency bins in order to achieve broadband processing. Here we investigate the extension of the GEVD to broadband, polynomial matrices, akin to strategies that have already been developed by McWhirter et. al on the polynomial matrix eigenvalue decomposition (PEVD)

Multichannel spectral factorization algorithm using polynomial matrix eigenvalue decomposition

In this paper, we present a new multichannel spectral factorization algorithm which can be utilized to calculate the approximate spectral factor of any para-Hermitian polynomial matrix. The proposed algorithm is based on an iterative method for polynomial matrix eigenvalue decomposition (PEVD). By using the PEVD algorithm, the multichannel spectral factorization problem is simply broken down to a set of single channel problems which can be solved by means of existing one-dimensional spectral factorization algorithms. In effect, it transforms the multichannel spectral factorization problem into one which is much easier to solve

A novel insight to the SBR2 algorithm for diagonalising Para-Hermitian matrices

The second order sequential best rotation (SBR2) algorithm was originally developed for achieving the strong decorrelation of convolutively mixed sensor array signals. It was observed that the algorithm always seems to produce spectrally majorized output signals, but this property has not previously been proven. In this work, we have taken a fresh look at the SBR2 algorithm in terms of its potential for optimizing the subband coding gain. It is demonstrated how every iteration of the SBR2 algorithm must lead to an increase in the subband coding gain until it comes arbitrarily close to its maximum possible value. Since the algorithm achieves both strong decorrelation and optimal subband coding, it follows that it must also produce spectral majorisation. A new quantity $\gamma$ associated with the coding gain optimization is introduced, and its monotonic behaviour brings a new insight to the convergence of the SBR2 algorithm