Optimal phase space projection for noise reduction

Abstract

In this communication we will re-examine the widely studied technique of phase space projection. By imposing a time domain constraint (TDC) on the residual noise, we deduce a more general version of the optimal projector, which includes those appearing in previous literature as subcases but does not assume the independence between the clean signal and the noise. As an application, we will apply this technique for noise reduction. Numerical results show that our algorithm has succeeded in augmenting the signal-to-noise ratio (SNR) for simulated data from the R\"ossler system and experimental speech record.