Signal Analysis Using Local Polynomial Approximations

Reto Wildhaber, Elizabeth Ren, Frédéric Waldmann & Hans-Andrea Loeliger
Local polynomial approximations represent a versatile feature space for time-domain signal analysis. The parameters of such polynomial approximations can be computed by efficient recursions using autonomous linear state space models and often allow analytical solutions for quantities of interest. The approach is illustrated by practical examples including the estimation of the delay difference between two acoustic signals and template matching in electrocardiogram signals with local variations in amplitude and time scale.
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