| Topic: |
Science > Physics |
| User: |
"" |
| Date: |
01 Aug 2003 05:17:25 PM |
| Object: |
optimising the removal of noise vectors from data |
As a signal processing novice, I would appreciate your help with this common
situation, for which I imagine there are standard answers.
I have some time-series recordings as vectors V, each of which consists of a
main signal plus some noise.
I have reason to think that one component of the noise has a specific time
profile: ie, it can be represented as a vector N, which is like a 'basis
vector' in that it has to be scaled and shifted in amplitude to match the
component present in any data vector V. However we can assume that N is not
scaled or shifted in the time domain. Therefore the noise component is (a*N +
b), where the scale and shift parameters a,b need to be estimated from the
data.
Obviously I want to subtract this component from the raw signal:
D = V - (a*N + b), where a,b are the optimal values of noise amplitude and
offset with respect to some 'merit condition'.
So far I have been finding a & b by brute search of the amplitude/offset space.
Are there analytical ways of finding the optimum values of a and b ?
What if i) if the 'merit condition' is min( sum( (D)^2 ) ) ? (the minimum
least-squares form)
ii) if the 'merit condition' is min( sum( abs(D) ) ) ? (less
tractable but less sensitive to outliers)
For an arbitrary vector N, what choices of method are there? Can you give me
some names (or preferably, explicit algorithms) that I can look up?
Thanks
Ross
.
|
|
| User: "foo" |
|
| Title: Re: optimising the removal of noise vectors from data |
02 Aug 2003 08:18:12 PM |
|
|
wrote:
As a signal processing novice, I would appreciate your help with this common
situation, for which I imagine there are standard answers.
I have some time-series recordings as vectors V, each of which consists of a
main signal plus some noise.
I have reason to think that one component of the noise has a specific time
profile: ie, it can be represented as a vector N, which is like a 'basis
vector' in that it has to be scaled and shifted in amplitude to match the
component present in any data vector V. However we can assume that N is not
scaled or shifted in the time domain. Therefore the noise component is (a*N +
b), where the scale and shift parameters a,b need to be estimated from the
data.
Obviously I want to subtract this component from the raw signal:
D = V - (a*N + b), where a,b are the optimal values of noise amplitude and
offset with respect to some 'merit condition'.
So far I have been finding a & b by brute search of the amplitude/offset space.
Are there analytical ways of finding the optimum values of a and b ?
What if i) if the 'merit condition' is min( sum( (D)^2 ) ) ? (the minimum
least-squares form)
ii) if the 'merit condition' is min( sum( abs(D) ) ) ? (less
tractable but less sensitive to outliers)
For an arbitrary vector N, what choices of method are there? Can you give me
some names (or preferably, explicit algorithms) that I can look up?
Thanks
Ross
Try "singular value decomposition (SVD)".
Good luck.
OUP
.
|
|
|
|

|
Related Articles |
|
|