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 :
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