SSA111.zip_SSA _SSA代码_ssa matlab

function [signalFiltered]=SSA(signal,windowLen)

%======================================================================

==

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% signal Ô-ʼÐźÅ

% windowLen ´°¿Ú³¤¶È

% signalFiltered Öع¹Ê±¼äÐòÁÐ

%======================================================================

windowLen=512;

N=length(signal);

if windowLen>N/2;

windowLen=N-windowLen;

end

K=N-windowLen+1;

X=zeros(windowLen,K);

for i=1:K

X(1:windowLen,i)=signal(i:windowLen+i-1);

end

sev=sum(d); %ÌØÕ÷ÖµµÄºÍ,¿É¸ù¾ÝÕ¼±ÈÑ¡ÔñÓÐЧÐźÅ

U=U(:,i);

V=(X')*U;

%%

% Step 3:·Ö×é

I=[1:windowLen/2];%IµÄÑ¡Ôñ¿É¸ù¾ÝÐźÅÌØÕ÷Ñ¡Ôñ

Vt=V';

rca=U(:,I)*Vt(I,:);

%%

% Step 4: ¶Ô½»Æ½¾ù»¯Öع¹ÐźÅ

y(k+1)=y(k+1)+(1/(k+1))*rca(m,k-m+2);

end

end

%Öع¹ Lp~Kp

for k=Lp-1:Kp-1

for m=1:Lp;

y(k+1)=y(k+1)+(1/(Lp))*rca(m,k-m+2);

end

end

%Öع¹ Kp+1~N