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Eigendecomposition and reconstruction Expand / Collapse
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Posted Wednesday, August 23, 2006 2:16 PM Post #118
 

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I am a newbie to Matrix mathematics but I am familiar with VB and ActiveX. I just know what I want to do, but not sure how to do it.

I need to read a data file (I would prefer a plain ASCII text file) containing about 4,000 data points recorded at 1-minute intervals (just a single column of data), do Eigendecomposition and reconstruction processing on this data and write results (without the noise component) to an output file. I need to repeat this automatically every 10 seconds.

I tried AutoSignal software on my data and it produced a good signal with settings of (I don't know what these mean):
Eigen Method: CovM FB
Order:40
Signal Space:2

AutoSignal is a little expensive and it can't do this automatically so I need to write a VB program to do this.

Questions: Can Blue bit's ActiveX do this? What should the parameters be? Any typical VB code?

Thank you,
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