Time-dependent frequency domain principal components analysis of multichannel non-stationary signals (Q959318)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-dependent frequency domain principal components analysis of multichannel non-stationary signals |
scientific article |
Statements
Time-dependent frequency domain principal components analysis of multichannel non-stationary signals (English)
0 references
11 December 2008
0 references
multivariate locally stationary time series
0 references
principal components analysis
0 references
time-varying eigenvalues and eigenvectors
0 references
time-varying spectral density matrix
0 references
0 references
0 references
