MM Algorithms for Joint Independent Subspace Analysis with Application to Blind Single and Multi-Source Extraction

In this work, we propose efficient algorithms for joint independent subspace analysis (JISA), an extension of independent component analysis that deals with parallel mixtures, where not all the components are independent. We derive an algorithmic framework for JISA based on the majorization-minimization (MM) optimization technique (JISA-MM). We use a well-known inequality for super-Gaussian sources to derive a surrogate function of the negative log-likelihood of the observed data. The minimization of this surrogate function leads to a variant of the hybrid exact-approximate diagonalization problem, but where multiple demixing vectors are grouped together. In the spirit of auxiliary function based independent vector analysis (AuxIVA), we propose several updates that can be applied alternately to one, or jointly to two, groups of demixing vectors. Recently, blind extraction of one or more sources has gained interest as a reasonable way of exploiting larger microphone arrays to achieve better separation. In particular, several MM algorithms have been proposed for overdetermined IVA (OverIVA). By applying JISA-MM, we are not only able to rederive these in a general manner, but also find several new algorithms. We run extensive numerical experiments to evaluate their performance, and compare it to that of full separation with AuxIVA. We find that algorithms using pairwise updates of two sources, or of one source and the background have the fastest convergence, and are able to separate target sources quickly and precisely from the background. In addition, we characterize the performance of all algorithms under a large number of noise, reverberation, and background mismatch conditions.