Abstract:AbstractņA new ALE-based on singular spectrum analysis (SSA) is proposed here. In this approach in the reconstruction stage of SSA the eigentriples are adaptively selected using the delayed version of the data. Unlike for the conventional ALE where order statistics are taken into account, here full eigen-spectrum of the embedding matrix is exploited. Consequently, the system works for non-Gaussian noise and wideband periodic signals. The performance of the system is demonstrated for synthetic as well as real s… Show more
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