Cost Function Approach for Dynamical Component Analysis: Full Recovery of Mixing and State Matrix
A reformulation of the dynamical component analysis (DyCA) via an optimization-free approach is presented. The original cost function approach is converted into a numerical linear algebra problem, i.e., the computation of coupled singular-value decompositions. A simple algorithm is presented togethe...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-08-01
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| Series: | Automation |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2673-4052/5/3/22 |
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