A tapered SVD without rank determination for estimation of multipulse input time series from noisy output

نویسندگان

  • Hiroshi Kanai
  • Kazuhiro Ikikame
  • Noriyoshi Chubachi
چکیده

Oue of (.he key questions to be addressed in t,liis paper is how 1.0 estimate the deterministic input multipulse time series from a noisy respouse of the resonant transfer system iii (.lie case where t.he SNR is low aud the system Q(quality laci.or) of Ihe transfer system is high. By generaliziug the sharp truucabion employed in the standard singular-valuedecomposit.ion(SVD), a tapering window is iutroduced to t ruucat.e high order non-significant singular values obtained by t.lie SVD, t,lie mea:l squared error of the estimat.es due to the st,andard SVD-based estimator is reduced to a miuimum. This paper also preseuts a uew method to design au optimnm tapering window for estimatiug multipulse time series.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Novel Noise Reduction Method Based on Subspace Division

This article presents a new subspace-based technique for reducing the noise of signals in time-series. In the proposed approach, the signal is initially represented as a data matrix. Then using Singular Value Decomposition (SVD), noisy data matrix is divided into signal subspace and noise subspace. In this subspace division, each derivative of the singular values with respect to rank order is u...

متن کامل

A Novel Noise Reduction Method Based on Subspace Division

This article presents a new subspace-based technique for reducing the noise of signals in time-series. In the proposed approach, the signal is initially represented as a data matrix. Then using Singular Value Decomposition (SVD), noisy data matrix is divided into signal subspace and noise subspace. In this subspace division, each derivative of the singular values with respect to rank order is u...

متن کامل

Seismic wavelet estimation: a frequency domain solution to a geophysical noisy input-output problem

In seismic reflection prospecting for oil and gas a key step is the ability to estimate the seismic wavelet (impulse response) traveling through the earth. Such estimation enables filters to be designed to deblur the recorded seismic time series and allows the integration of “downhole” and surface seismic data for seismic interpretation purposes. An appropriate model for the seismic time series...

متن کامل

Noise Effects on Modal Parameters Extraction of Horizontal Tailplane by Singular Value Decomposition Method Based on Output Only Modal Analysis

According to the great importance of safety in aerospace industries, identification of dynamic parameters of related equipment by experimental tests in operating conditions has been in focus. Due to the existence of noise sources in these conditions the probability of fault occurrence may increases. This study investigates the effects of noise in the process of modal parameters identification b...

متن کامل

Linear dynamic filtering with noisy input and output 1 Ivan Markovsky and Bart

Estimation problems for linear time-invariant systems with noisy input and output are considered. The smoothing problem is a least norm problem. An efficient algorithm using a Riccati-type recursion is derived. The equivalence between the optimal filter and an appropriately modified Kalman filter is established. The optimal estimate of the input signal is derived from the optimal state estimate...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 1994