Computer Engineering Commons^™

Generalized Phase Space Projection For Nonlinear Noise Reduction, Michael T. Johnson, Richard J. Povinelli

Electrical and Computer Engineering Faculty Research and Publications

Improved phase space projection methods, adapted from related work in the linear signal processing field based on subspace decomposition, are presented for application to the problem of additive noise reduction in the context of phase space analysis. These methods improve upon existing methods such as Broomhead–King singular spectrum analysis projection by minimizing overall signal distortion subject to constraints on the residual error, rather than using a direct least-squares fit. This results in a range of weighted projections which estimate and compensate for the portion of the principal component's singular values corresponding to noise rather than signal energy, and which include …