Optimal filtering in singular spectrum analysis
Singular spectrum analysis (SSA) provides a robust method of separating an arbitrary signal from "white" (independent, identically distributed) noise. In the presence of "coloured" noise, or any autocorrelated process, high-variance components of the noise can confuse the singula...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
1997
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