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on of PSD Demerits: slow Burg ? arburg(x,p) Merits: accurate approximation of PSD Demerits: line skewing amp。 splitting,MODERN METHODS,BASIC FEATURES,第十三頁,共二十七頁。,MODERN METHODS,BASIC FEATURES,Comparison,第十四頁,共二十七頁。,Principal Component Analysis Use same concept as SVD Decompose data into uncorrelated orthogonal components Autocorrelation matrix is diagonalized Each eigenvector represents a principal component Application ? decomposition, classification, filtering, denoising, whitening.,MODERN METHODS,BASIC FEATURES,第十五頁,共二十七頁。,3,Sparse Representation,Sparse Approximation,1,Sparse Decomposition,2,第十六頁,共二十七頁。,Overcomplete dictionary ? atoms Hilbert space : Signal: Error: