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Bibliographic Details
Main Authors: Choi, Jaesung, Kim, Pilwon
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2404.04870
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author Choi, Jaesung
Kim, Pilwon
author_facet Choi, Jaesung
Kim, Pilwon
contents Removing noise from a signal without knowing the characteristics of the noise is a challenging task. This paper introduces a signal-noise separation method based on time series prediction. We use Reservoir Computing (RC) to extract the maximum portion of "predictable information" from a given signal. Reproducing the deterministic component of the signal using RC, we estimate the noise distribution from the difference between the original signal and reconstructed one. The method is based on a machine learning approach and requires no prior knowledge of either the deterministic signal or the noise distribution. It provides a way to identify additivity/multiplicativity of noise and to estimate the signal-to-noise ratio (SNR) indirectly. The method works successfully for combinations of various signal and noise, including chaotic signal and highly oscillating sinusoidal signal which are corrupted by non-Gaussian additive/ multiplicative noise. The separation performances are robust and notably outstanding for signals with strong noise, even for those with negative SNR.
format Preprint
id arxiv_https___arxiv_org_abs_2404_04870
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Signal-noise separation using unsupervised reservoir computing
Choi, Jaesung
Kim, Pilwon
Machine Learning
Signal Processing
Chaotic Dynamics
Removing noise from a signal without knowing the characteristics of the noise is a challenging task. This paper introduces a signal-noise separation method based on time series prediction. We use Reservoir Computing (RC) to extract the maximum portion of "predictable information" from a given signal. Reproducing the deterministic component of the signal using RC, we estimate the noise distribution from the difference between the original signal and reconstructed one. The method is based on a machine learning approach and requires no prior knowledge of either the deterministic signal or the noise distribution. It provides a way to identify additivity/multiplicativity of noise and to estimate the signal-to-noise ratio (SNR) indirectly. The method works successfully for combinations of various signal and noise, including chaotic signal and highly oscillating sinusoidal signal which are corrupted by non-Gaussian additive/ multiplicative noise. The separation performances are robust and notably outstanding for signals with strong noise, even for those with negative SNR.
title Signal-noise separation using unsupervised reservoir computing
topic Machine Learning
Signal Processing
Chaotic Dynamics
url https://arxiv.org/abs/2404.04870