Waveform analysis, adapted

Adapted waveform analysis offers an even sharper means to divide signals into portions likely to be noise and portions likely to be non-noise. The ultimate form of this algorithm is matching pursuit, which uses huge families of waveforms and gives up computational speed in exchange for denoising efficiency. ... 

A principal component analysis for a collection of signals actually minimizes the information cost, but an adapted waveform analysis can get close to the minimum with far less computation. Furthermore, the adapted waveform analysis can be updated very cheaply when new data is added. 

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