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Statistics is the study of the collection, organization, analysis, and interpretation of data.

2 votes
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Measure of intermittency/continuousness of a signal

Any metric measuring the relative importance of high-frequency content vs low-frequency content will be correlated with the amount of abrupt changes in the signal. You can try spectral roll-off (the …
pichenettes's user avatar
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6 votes
Accepted

Characterizing real-time sampled signal

Try something like this: $\begin{eqnarray} \mu(n) &=& (1 - \alpha_1) \mu(n) + \alpha_1 x(n) \\ \bar{x}(n) &=& x(n) - \mu(n) \\ s(n) &=& (1 - \alpha_2) s(n) + \alpha_2 \bar{x}(n)^2 \\ \sigma(n) &=& \s …
pichenettes's user avatar
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9 votes

ICA - Statistical Independence & Eigenvalues of Covariance Matrix

Signals 3 and 5 appear to be quite correlated -- they share their first harmonic. If I were given two mixtures of those, I wouldn't be able to separate those, I'd be tempted to put the common harmonic …
pichenettes's user avatar
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