301x Filetype PPT File size 0.12 MB Source: math.missouristate.edu
Signals
Flow of information
Measured quantity that varies with time (or
position)
Electrical signal received from a transducer
(microphone, thermometer, accelerometer,
antenna, etc.)
Electrical signal that controls a process
SVD background
The Singular Value Decomposition (SVD) of a rectangular matrix A
is a decomposition of the form
T
A = U S V
U and V are orthogonal matrices
and S is a diagonal matrix
The singular vectors form orthonormal bases, and the important
relation
A v = s u
i i i
shows that each right singular vectors is mapped onto the
corresponding left singular vector, and the "magnification factor" is
the corresponding singular value.
What is Digital Signal
Processing?
Digital signal processing (DSP) is the study
of signals in a digital representation and the
processing methods of these signals.
DSP includes subfields like: audio signal
processing, control engineering, digital image
processing and speech processing.
Noise reduction
The SVD has also applications in digital signal processing, e.g., as a
method for noise reduction. The central idea is to let a matrix A
represent the noisy signal, compute the SVD, and then discard
small singular values of A. It can be shown that the small singular
values mainly represent the noise, and thus the rank-k matrix A
k
represents a filtered signal with less noise.
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