Statistical models of reconstructed phase spaces for signal classification

@article{Povinelli2006StatisticalMO,
  title={Statistical models of reconstructed phase spaces for signal classification},
  author={Richard J. Povinelli and Michael T. Johnson and Andrew C. Lindgren and Felice M. Roberts and Jinjin Ye},
  journal={IEEE Transactions on Signal Processing},
  year={2006},
  volume={54},
  pages={2178-2186}
}
This paper introduces a novel approach to the analysis and classification of time series signals using statistical models of reconstructed phase spaces. With sufficient dimension, such reconstructed phase spaces are, with probability one, guaranteed to be topologically equivalent to the state dynamics of the generating system, and, therefore, may contain information that is absent in analysis and classification methods rooted in linear assumptions. Parametric and nonparametric distributions are… CONTINUE READING
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