Abstract / truncated to 115 words (read the full abstract)

In numerous signal processing applications one disposes of multiple probes, delivering simultaneously information about one or multiple observed processes. The resulting multidimensional time series are often highly redundant and may contain stochastic contributions. The perception of the useful information becomes therefore very difficult and sometimes impossible. Thus, the major issue of concern of this thesis resides in the development of novel algorithms for the extraction of the salient and characteristic features of multidimensional time series. The proposed algorithms are based on parametric signal processing, namely we assume that the features of the experimental data can be represented efficiently by a specific model. We present a global framework for the selection of a specific model out ...

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