• DocumentCode
    2007237
  • Title

    Dispersion-eigenvalue determined order and sampling period

  • Author

    Giles, Sammie, Jr.

  • Author_Institution
    ITT Tech. Inst., Maumee, OH, USA
  • fYear
    2012
  • fDate
    11-13 March 2012
  • Firstpage
    156
  • Lastpage
    158
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    System Theory (SSST), 2012 44th Southeastern Symposium on
  • Conference_Location
    Jacksonville, FL
  • ISSN
    0094-2898
  • Print_ISBN
    978-1-4577-1492-4
  • Type

    conf

  • DOI
    10.1109/SSST.2012.6195154
  • Filename
    6195154