Title :
Dispersion-eigenvalue determined order and sampling period
Author :
Giles, Sammie, Jr.
Author_Institution :
ITT Tech. Inst., Maumee, OH, USA
Abstract :
Three eigenvalue-based methods for determining an estimate degree of a characteristic polynomial from response data are discussed. Two methods utilize ninety-nine percent partial sums of both covariance eigenvalues and correlation eigenvalues. A third approach examines the number of smallest correlation eigenvalues. Using the order estimate, a locally optimum sampling period is produced from reconstructed data.
Keywords :
covariance analysis; eigenvalues and eigenfunctions; matrix algebra; polynomials; sampling methods; characteristic polynomial estimation degree; correlation eigenvalue; covariance eigenvalue; dispersion-eigenvalue determined order; eigenvalue-based method; locally optimum sampling period; order estimation; Correlation; Covariance matrix; Eigenvalues and eigenfunctions; Estimation; Noise; Noise measurement; Polynomials; Correlation; Eigenvalues; Noisy Signals; Signal Processing; Stochastic Analysis;
Conference_Titel :
System Theory (SSST), 2012 44th Southeastern Symposium on
Conference_Location :
Jacksonville, FL
Print_ISBN :
978-1-4577-1492-4
DOI :
10.1109/SSST.2012.6195154