发明名称 |
Method for Reducing Noise in Data-Sets of Harmonic Signals |
摘要 |
A method for reducing the noise in data-sets of harmonic signals that include data vectors X of length L, with each data vector X including P harmonic components is described. The method includes the steps of computing a Hankel matrix H by applying the equation (Hij)=(Xi+j−1); estimating a matrix Y by estimating the product of the Hankel matrix H by a matrix Ω, the matrix Ω including a set of K random unit vectors; computing an orthogonal matrix Q by performing a QR decomposition on the matrix Y and then computing the conjugate and transpose matrix Q* of the orthogonal matrix Q; estimating a K-ranked approximation {tilde over (H)} of the Hankel matrix H; and estimating (500) reduced noise data vectors X from the estimated K-ranked approximation {tilde over (H)} of the Hankel matrix H. |
申请公布号 |
US2016110312(A1) |
申请公布日期 |
2016.04.21 |
申请号 |
US201514978584 |
申请日期 |
2015.12.22 |
申请人 |
Centre National de la Recherche Scientifique - CNRS ;Université de Strasbourg ;Institut National de la Santé et de la Recherche Médicale |
发明人 |
Delsuc Marc-André;Chiron Lionel |
分类号 |
G06F17/16 |
主分类号 |
G06F17/16 |
代理机构 |
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代理人 |
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主权项 |
1. A method being performed on a computer for reducing the noise in large data-sets of harmonic signals comprising more than 105 points, the harmonic signals being represented as data vectors X of length L, each data vector X comprising P harmonic components, the method comprising the steps of:
computing a Hankel matrix H by applying the equation (Hij)=(Xi+j−1); estimating a matrix Y by estimating the product of the Hankel matrix H by a matrix Ω, said matrix Ω comprising a set of K random unit vectors; computing an orthogonal matrix Q by performing a QR decomposition on the matrix Y and then computing the conjugate and transpose matrix Q* of the orthogonal matrix Q; estimating a K-ranked approximation {tilde over (H)} of the Hankel matrix H; and, estimating reduced noise data vectors X from the estimated K-ranked approximation {tilde over (H)} of the Hankel matrix H. |
地址 |
Paris Cedex 16 FR |