• DocumentCode
    1429980
  • Title

    Iterative signal-order and noise estimation for multivariate data

  • Author

    Lee, J. ; Staelin, D.H.

  • Author_Institution
    Res. Lab. of Electron., MIT, Cambridge, MA, USA
  • Volume
    37
  • Issue
    2
  • fYear
    2001
  • fDate
    1/18/2001 12:00:00 AM
  • Firstpage
    134
  • Lastpage
    135
  • Abstract
    The iterative order and noise (ION) estimation algorithm estimates the signal order of multivariate data, e.g. using a scree plot, and the unknown noise variances, e.g. using the expectation-maximisation (EM) algorithm. These estimates improve principal component analyses, linear regression, and Wiener filtering
  • Keywords
    Wiener filters; filtering theory; iterative methods; principal component analysis; signal resolution; Wiener filtering; expectation-maximisation algorithm; iterative signal-order estimation; linear regression; multivariate data; noise estimation; principal component analyses; scree plot; unknown noise variances;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:20010101
  • Filename
    898304
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1429980