Optimal phase-space projection for noise reduction.

In this communication we will reexamine the widely studied technique of phase-space projection. By imposing a time-domain constraint 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 for simulated data from the Rössler system and experimental speech record.