350 rub
Journal Achievements of Modern Radioelectronics №8 for 2015 г.
Article in number:
Effective dimension estimation for time series presentation in eigenvector basis
Keywords: eigenvector eigenvalue covariance matrix quasiperiodic pulse time series dimension estimation beta-distribution
Authors:
D.V. Isakevich - Research Engineer, Department of General and Applied Physics, Vladimir State University. E-mail: voiceofhope@yandex.ru
Abstract:
The dimension of time series representation in covariance matrix eigenvector basis is estimated. The estimation is built on particular distribution of time series error level. The conditions necessary for such estimation are formulated in order to estimate a dimension and to be stable to perturbation. The particular simplest case based on beta distribution of error level is considered.
Pages: 71-79
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