Singular spectrum analysis (SSA) is considered from a linear invariant systems perspective. In this terminology, the extracted components are considered as outputs of a linear invariant system which corresponds to finite impulse response (FIR) filters. The number of filters is determined by the embedding dimension.We propose to explicitly define the frequency response of each filter responsible for the selectio...
This paper discusses a linear time invariant (LTI) systems approach to signal enhancement via projective subspace techniques. It provides closed form expressions for the frequency response of data adaptive finite impulse response eigenfilters. An illustrative example using speech enhancement is also presented. ; Este artigo apresenta a aplicação da teoria de sistemas lineares invariantes no tempo (LTI) na anál...
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