Quasicyclic Principal Component Analysis

Fuente: arXiv
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Autori principali: Rumsey, Susanna E., Draper, Stark C., Kschischang, Frank R.
Natura: Preprint
Pubblicazione: 2025
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author Rumsey, Susanna E.
Draper, Stark C.
Kschischang, Frank R.
author_facet Rumsey, Susanna E.
Draper, Stark C.
Kschischang, Frank R.
contents We present quasicyclic principal component analysis (QPCA), a generalization of principal component analysis (PCA), that determines an optimized basis for a dataset in terms of families of shift-orthogonal principal vectors. This is of particular interest when analyzing cyclostationary data, whose cyclic structure is not exploited by the standard PCA algorithm. We first formulate QPCA as an optimization problem, which we show may be decomposed into a series of PCA problems in the frequency domain. We then formalize our solution as an explicit algorithm and analyze its computational complexity. Finally, we provide some examples of applications of QPCA to cyclostationary signal processing data, including an investigation of carrier pulse recovery, a presentation of methods for estimating an unknown oversampling rate, and a discussion of an appropriate approach for pre-processing data with a non-integer oversampling rate in order to better apply the QPCA algorithm.
format Preprint
id arxiv_https___arxiv_org_abs_2502_05297
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Quasicyclic Principal Component Analysis
Rumsey, Susanna E.
Draper, Stark C.
Kschischang, Frank R.
Numerical Analysis
Machine Learning
We present quasicyclic principal component analysis (QPCA), a generalization of principal component analysis (PCA), that determines an optimized basis for a dataset in terms of families of shift-orthogonal principal vectors. This is of particular interest when analyzing cyclostationary data, whose cyclic structure is not exploited by the standard PCA algorithm. We first formulate QPCA as an optimization problem, which we show may be decomposed into a series of PCA problems in the frequency domain. We then formalize our solution as an explicit algorithm and analyze its computational complexity. Finally, we provide some examples of applications of QPCA to cyclostationary signal processing data, including an investigation of carrier pulse recovery, a presentation of methods for estimating an unknown oversampling rate, and a discussion of an appropriate approach for pre-processing data with a non-integer oversampling rate in order to better apply the QPCA algorithm.
title Quasicyclic Principal Component Analysis
topic Numerical Analysis
Machine Learning
url https://arxiv.org/abs/2502.05297