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Statistics is the study of the collection, organization, analysis, and interpretation of data.
2
votes
Accepted
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 …
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 …
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 …