A new simple method using singular-value decomposition (SVD) to find the optimal order for an autoregressive (AR) model of a deterministic time series is proposed. The method is particularly effective when the signal is contaminated with additive noise, and it is shown that the choice of sampling ra
β¦ LIBER β¦
Classification of highly noisy signals using global dynamical models
β Scribed by James Kadtke
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 633 KB
- Volume
- 203
- Category
- Article
- ISSN
- 0375-9601
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