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On Errors of Signal Estimation Using Complex Singular Spectrum Analysis

Singular spectrum analysis (SSA) is a nonparametric method that can be applied to signal estimation. The extension of SSA to the complex-valued case, called CSSA, is considered. The accuracy of signal estimation using CSSA is investigated. An explicit form of the first-order errors is presented for...

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Principais autores: Nina Golyandina, Mikhail Senov, Alexander Khramov
פורמט: Artigo
שפה:Inglês
יצא לאור: MDPI AG 2025-07-01
סדרה:Engineering Proceedings
נושאים:
time series
outliers
singular spectrum analysis
perturbation analysis
signal estimation
גישה מקוונת:https://www.mdpi.com/2673-4591/101/1/8
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