DocumentCode
1111622
Title
Rank reduction for modeling stationary signals
Author
Scharf, Louis L. ; Tufts, Donald W.
Author_Institution
University of Colorado, Boulder, CO
Volume
35
Issue
3
fYear
1987
fDate
3/1/1987 12:00:00 AM
Firstpage
350
Lastpage
355
Abstract
Rank reduction is developed as a general principle for trading off model bias and model variance in the analysis and synthesis of signals. The principle is applied to three basic problems: stationary time series modeling, stationary time series whitening, and vector quantization. Each problem brings its own surprises and insights.
Keywords
Analysis of variance; Eigenvalues and eigenfunctions; Mathematics; Noise reduction; Rate distortion theory; Rate-distortion; Signal analysis; Signal synthesis; Symmetric matrices; Vector quantization;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1987.1165136
Filename
1165136
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