Cost Function Approach for Dynamical Component Analysis: Full Recovery of Mixing and State Matrix

Autor: Knut Hüper, Markus Schlarb, Christian Uhl
Jazyk: angličtina
Rok vydání: 2024
Předmět:
Zdroj: Automation, Vol 5, Iss 3, Pp 360-372 (2024)
Druh dokumentu: article
ISSN: 2673-4052
DOI: 10.3390/automation5030022
Popis: A reformulation of the dynamical component analysis (DyCA) via an optimization-free approach is presented. The original cost function approach is converted into a numerical linear algebra problem, i.e., the computation of coupled singular-value decompositions. A simple algorithm is presented together with numerical experiments to document the feasability of the approach. This methodology is able to recover the mixing and state matrices of multivariate signals from high-dimensional measured data fully.
Databáze: Directory of Open Access Journals