二阶欠定盲分离程序，经典，完整，让您一目了然，请放心使用，原汁原味的matlab代码及详细的英文标注。-ack sobi_cp3

Second Order Blind Identification via Candecomp/Parafac order-3 (CP3)

to solve linear instantaneous Blind Source Separation (BSS).



sobi_cp3 allows to handle the exactly-determined, the over-determined and

several under-determined problems.



sobi_cp3 computes a set of K covariance matrices of the observed signals.

Then, the mixing matrix is estimated by joint-approximate-diagonalization (JAD)

of this set of matrices.

The JAD problem is solved by computing the CP3 decomposition of the third-order

tensor (3-way array) built by stacking the covariance matrices along the third

dimension.

It exploits the fact that JAD is a particular case of CP3 where the slices of

the tensor are symmetric, i.e., the mode-1 and mode-2 loading matrices

of the decomposition are identical.

Here the cp3 model is fitted by ignoring this symmetry, via an alternating

least squares (ALS) coupled with exact line search.

Thanks to powerful uniqueness properties of CP3, estimation of t