The Sliding Singular Spectrum Analysis: A Data-Driven Nonstationary Signal Decomposition Tool

Singular spectrum analysis (SSA) is a signal decomposition technique that aims at expanding signals into interpretable and physically meaningful components (e.g., sinusoids, noise, etc.). This paper presents new theoretical and practical results about the separability of the SSA and introduces a new...

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Veröffentlicht in:	IEEE transactions on signal processing 2018-01, Vol.66 (1), p.251-263
Hauptverfasser:	Harmouche, Jinane, Fourer, Dominique, Auger, Francois
Format:	Artikel
Sprache:	eng
Schlagworte:	empirical mode decomposition Indexes Matrix decomposition non-stationary signals Signal processing algorithms Singular spectrum analysis Spectral analysis synchrosqueezing Time series analysis Trajectory
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