• 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