Performing fractional delay via fractional singular spectrum analysis

Abstract

This paper proposes a fractional singular spectrum analysis (SSA)-based method for performing the fractional delay. First, the input sequence is divided into two overlapping sequences with the first sequence being the input sequence without its last point and the second sequence being the input sequence without its first point. Then, the singular value decompositions (SVD) are performed on the trajectory matrices constructed based on these two sequences. Next, the designs of both the right unitary matrix and the left unitary matrix for generating the new trajectory matrix are formulated as the quadratically constrained quadratic programing problems. The analytical solutions of these quadratically constrained quadratic programing problems are derived via the SVD approach. Finally, the fractional SSA components are obtained by performing the diagonal averaging operation, and the fractional delay sequence is obtained by summing up all the fractional SSA components together. Since the fractional SSA operations are nonlinear and adaptive, our proposed method is a kind of nonlinear and adaptive approach for performing the fractional delay. Besides, by discarding some fractional SSA components, the joint fractional delay operation and the denoising operation can be performed simultaneously.

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Acknowledgements

This paper was supported partly by the National Nature Science Foundation of China (No. U1701266, No. 61671163 and No. 62071128), the Team Project of the Education Ministry of the Guangdong Province (No. 2017KCXTD011), the Guangdong Higher Education Engineering Technology Research Center for Big Data on Manufacturing Knowledge Patent (No. 501130144) and Hong Kong Innovation and Technology Commission, Enterprise Support Scheme (No. S/E/070/17).

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Correspondence to Bingo Wing-Kuen Ling.

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Zhou, Y., Ling, B.WK., Huang, Z. et al. Performing fractional delay via fractional singular spectrum analysis. SIViP (2021). https://doi.org/10.1007/s11760-021-01954-x

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Keywords

  • Fractional singular spectrum analysis
  • Fractional delay
  • Quadratically constrained quadratic programing