DocumentCode
698898
Title
Performing dimensionality reduction of nonstationary stochastic processes using perturbation analysis
Author
Vigneron, V. ; Maaref, H.
Author_Institution
LSC, Evry, France
fYear
2005
fDate
4-8 Sept. 2005
Firstpage
1
Lastpage
4
Abstract
In this paper, we propose strategies based on sensor selection. We have shown that sensor selection is a viable approach in the absence of reliable and detailed prior information by simply using the autocorrelation of the signals and its derivative.
Keywords
adaptive filters; digital filters; eigenvalues and eigenfunctions; perturbation theory; stochastic processes; SVD; adaptive filter; digital filter; dimensionality reduction; eigenvalues; nonstationary stochastic processes; perturbation analysis; singular value decomposition; stochastic approximation; Fetus; IP networks;
fLanguage
English
Publisher
ieee
Conference_Titel
Signal Processing Conference, 2005 13th European
Conference_Location
Antalya
Print_ISBN
978-160-4238-21-1
Type
conf
Filename
7078495
Link To Document