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Wavelet ridge estimation of jointly modulated multivariate oscillations

Lilly, JM; Olhede, SC; (2009) Wavelet ridge estimation of jointly modulated multivariate oscillations. Conference Record - Asilomar Conference on Signals, Systems and Computers pp. 452-456. 10.1109/ACSSC.2009.5469858.

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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. © 2009 IEEE.

Type: Article
Title: Wavelet ridge estimation of jointly modulated multivariate oscillations
DOI: 10.1109/ACSSC.2009.5469858
UCL classification: UCL > Provost and Vice Provost Offices
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: http://discovery.ucl.ac.uk/id/eprint/1409019
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