Title
The singular value decomposition—applied in the modelling and prediction of quasiperiodic processes
Abstract
Singular value decomposition is used as a tool in the analysis of quasiperiodic processes. The prime orthogonal components are used to separate the regular and the irregular parts of the process. Linear prediction of the orthogonal components of the regular part leads to periodic prediction. For quasiperiodic processes, the same on the non-linearly transformed irregular part is used as additional component to produce periodic prediction. Prediction using singular value decomposition is compared numerically with that obtained using some established methods and the superiority of the former is demonstrated.
Year
DOI
Venue
1994
10.1016/0165-1684(94)90215-1
Signal Processing
Keywords
Field
DocType
SINGULAR VALUE DECOMPOSITION, ORTHOGONAL TRANSFORMATION, MODELING, PREDICTION, PERIODIC PROCESSES, QUASI-PERIODIC PROCESSES
Prime (order theory),Signal processing,Applied mathematics,Singular value decomposition,Periodic function,Discrete mathematics,Quasiperiodic function,Orthogonal transformation,Control theory,Linear prediction,Periodic graph (geometry),Mathematics
Journal
Volume
Issue
ISSN
35
3
0165-1684
Citations 
PageRank 
References 
10
4.16
1
Authors
2
Name
Order
Citations
PageRank
P P Kanjilal16619.54
Sarbani Palit23613.86