A new window-length selecting method for singular spectrum Analysis

Singular spectrum analysis (SSA) is a powerful method for separating source signals from the mixed signal. There is an important factor when we use SSA extracting each source signal, i.e. we should select a suitable window length for constructing the trajectory matrix. In this paper, we propose a new method of selecting the window length to reconstruct the trajectory matrix of mixed signal. The results indicate the effectiveness of our methods.