Korenberg's "fast Orthogonal Search" Method
Michael Korenberg of Queens University in Kingston, Ontario, developed a method for choosing a sparse set of components from an over-complete set, such as sinusoidal components for spectral analysis, called fast orthogonal search (FOS). Mathematically, FOS uses a slightly modified Cholesky decomposition in a mean-square error reduction (MSER) process, implemented as a sparse matrix inversion. As with the other LSSA methods, FOS avoids the major shortcoming of discrete Fourier analysis, and can achieve highly accurate identifications of embedded periodicities and excels with unequally-spaced data; the fast orthogonal search method has also been applied to other problems such as nonlinear system identification.
Read more about this topic: Least-squares Spectral Analysis
Famous quotes containing the words fast, search and/or method:
“And in the next instant, immediately behind them, Victor saw his former wife.
At once he lowered his gaze, automatically tapping his cigarette to dislodge the ash that had not yet had time to form. From somewhere low down his heart rose like a fist to deliver an uppercut, drew back, struck again, then went into a fast disorderly throb, contradicting the music and drowning it.”
—Vladimir Nabokov (1899–1977)
“To develop an empiricist account of science is to depict it as involving a search for truth only about the empirical world, about what is actual and observable.... It must involve throughout a resolute rejection of the demand for an explanation of the regularities in the observable course of nature, by means of truths concerning a reality beyond what is actual and observable, as a demand which plays no role in the scientific enterprise.”
—Bas Van Fraassen (b. 1941)
“I know no method to secure the repeal of bad or obnoxious laws so effective as their stringent execution.”
—Ulysses S. Grant (1822–1885)