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jBillou edited Estimating phases from signal.tex
over 9 years ago
Commit id: d5ded85eca26cf90bc8395053271b6606b915446
deletions | additions
diff --git a/Estimating phases from signal.tex b/Estimating phases from signal.tex
index 30537f2..050f4f1 100644
--- a/Estimating phases from signal.tex
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\begin{align*}
\textrm{d}\lambda_t =& -\gamma_{\lambda} (\lambda_t-\mu_{\lambda}) \textrm{d}t + \sigma_{\lambda}\textrm{d}W_t\\
\end{algin*) \end{align*)
Similarly an additive baseline term $B_t$ was added to take into account traces where the signal do not go back to zero. This was necessary to avoid spurious deformation of the phase around the trougth of the signal. The baseline term also follows an Ornstein-Uhlenbeck process.