# Spatial Blind Source Separation

## TL;DR

This paper introduces a novel spatial blind source separation method using joint diagonalisation of multiple scatter matrices, with theoretical analysis, simulation validation, and real data application.

## Contribution

It proposes a new estimator based on joint diagonalisation of multiple scatter matrices, extending previous models and analyzing its asymptotic properties.

## Key findings

- The new estimator performs well in simulations.
- Asymptotic properties are rigorously derived.
- Method is demonstrated on real spatial data.

## Abstract

Recently a blind source separation model was suggested for spatial data together with an estimator based on the simultaneous diagonalisation of two scatter matrices. The asymptotic properties of this estimator are derived here and a new estimator, based on the joint diagonalisation of more than two scatter matrices, is proposed. The asymptotic properties and merits of the novel estimator are verified in simulation studies. A real data example illustrates the method.