Using singular value decomposition for generalized linear autoregression of signals

Autoregressive models (AR) are fundamental for analysis, representation, and prediction of signals. AR modelling uses the premise that past signal values influence current ones. This influence is causal and is modelled as a linear superposition, because a weighted addition of past values is used. Th...

Full description

Bibliographic Details
Main Author: Schanze Thomas
Format: Article
Language:English
Published: De Gruyter 2018-09-01
Series:Current Directions in Biomedical Engineering
Subjects:
svd
Online Access:https://doi.org/10.1515/cdbme-2018-0090