Multivariate time-frequency analysis

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Title: Multivariate time-frequency analysis
Authors: Ahrabian, Alireza
Item Type: Thesis or dissertation
Abstract: Recent advances in time-frequency theory have led to the development of high resolution time-frequency algorithms, such as the empirical mode decomposition (EMD) and the synchrosqueezing transform (SST). These algorithms provide enhanced localization in representing time varying oscillatory components over conventional linear and quadratic time-frequency algorithms. However, with the emergence of low cost multichannel sensor technology, multivariate extensions of time-frequency algorithms are needed in order to exploit the inter-channel dependencies that may arise for multivariate data. Applications of this framework range from filtering to the analysis of oscillatory components. To this end, this thesis first seeks to introduce a multivariate extension of the synchrosqueezing transform, so as to identify a set of oscillations common to the multivariate data. Furthermore, a new framework for multivariate time-frequency representations is developed using the proposed multivariate extension of the SST. The performance of the proposed algorithms are demonstrated on a wide variety of both simulated and real world data sets, such as in phase synchrony spectrograms and multivariate signal denoising. Finally, multivariate extensions of the EMD have been developed that capture the inter-channel dependencies in multivariate data. This is achieved by processing such data directly in higher dimensional spaces where they reside, and by accounting for the power imbalance across multivariate data channels that are recorded from real world sensors, thereby preserving the multivariate structure of the data. These optimized performance of such data driven algorithms when processing multivariate data with power imbalances and inter-channel correlations, and is demonstrated on the real world examples of Doppler radar processing.
Content Version: Open Access
Issue Date: Sep-2014
Date Awarded: Dec-2015
Supervisor: Mandic, Danilo
Department: Department of Electrical and Electronic Engineering
Publisher: Imperial College London
Qualification Level: Doctoral
Qualification Name: Doctor of Philosophy (PhD)
Appears in Collections:Electrical and Electronic Engineering PhD theses

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