The singular value decomposition — Applied in the modelling and prediction of quasiperiodic processes

• Published in: Signal processing Vol. 35; no. 3; pp. 257 - 267
• Main Authors: Kanjilal, P.P., Palit, Sarbani
• Format: Journal Article
• Language: English
• Published: Amsterdam Elsevier B.V 1994; Elsevier Science
• Subjects: Applied sciences; Exact sciences and technology; Information, signal and communications theory; Mathematical methods; modelling; orthogonal transformation; periodic processes; prediction; quasiperiodic processes; Singular value decomposition; Telecommunications and information theory; orthogonal transformation; prediction; modelling; periodic processes; quasiperiodic processes; Singular value decomposition; Signal processing; Linear prediction; Periodic signal; Orthogonal transformation

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 qua...