Wavelet ridge estimation of jointly modulated multivariate oscillations
Authors:
- 1 January 2009
- conference paper
- Published by Institute of Electrical and Electronics Engineers (IEEE)
- No. 10586393,p. 452-456
Abstract
Wavelet ridge analysis is a technique for estimating the time-varying properties of a modulated oscillatory signal from a contaminated observation. Here this technique is extended to the multivariate case, that is, to a set of N real-valued time series. The bivariate case is illustrated with an application to a set of freely-drifting oceanographic floats. A freely distributed software package implementing this algorithm is available online at http://www.jmlilly.net.Keywords
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