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:
“my lazy little shadow, like an arrant sleepy-head,
Had stayed at home behind me and was fast asleep in bed.”
—Robert Louis Stevenson (1850–1894)
“At any age we must cherish illusions, consolatory or merely pleasant; in youth, they are omnipresent; in old age we must search for them, or even invent them. But with all that, boredom is their natural and inevitable accompaniment.”
—Philip Dormer Stanhope, 4th Earl Chesterfield (1694–1773)
“Traditional scientific method has always been at the very best 20-20 hindsight. It’s good for seeing where you’ve been. It’s good for testing the truth of what you think you know, but it can’t tell you where you ought to go.”
—Robert M. Pirsig (b. 1928)