Time domain signal enhancement based on an optimized singular vector denoising algorithm

This paper presents a new time domain noise reduction approach based on Singular Value Decomposition (SVD) technique. In the proposed approach, the noisy signal is initially represented in a Hankel Matrix. Then SVD is applied on the Hankel Matrix to divide the data into signal subspace and noise subspace. Since singular vectors are the span bases of the matrix, reducing the effect of noise from the singular vectors and using them in reproducing the matrix leads to considerable enhancement of information embedded in the matrix. The noise-reduced singular vectors from the signal subspace are utilized to reconstruct the data matrix. This matrix is finally used to obtain the time-series signal. The results of applying the proposed method to different synthetic noisy signals indicate a better efficiency in noise reduction compared to the other time series methods.