INDEPENDENT VECTOR ANALYSIS VIA LOG-QUADRATICALLY PENALIZED QUADRATIC MINIMIZATION

We propose a new algorithm for blind source separation (BSS) using independent vector analysis (IVA). This is an improvement over the popular auxiliary function based IVA (AuxIVA) with iterative projection (IP) or iterative source steering (ISS). We introduce iterative projection with adjustment (IPA), where we update one demixing filter and jointly adjust all the other sources along its current direction. Each update involves solving a non-convex minimization problem that we term log-quadratically penalized quadratic minimization (LQPQM), that we think is of interest beyond this work. In the general case, we show that its global minimum corresponds to the largest root of a univariate function, reminiscent of modified eigenvalue problems. We propose a simple procedure based on Newton-Raphson to efficiently compute it. Numerical experiments demonstrate the effectiveness of the proposed method.