Optimised Support Vector Machines for Nonstationary Signal Classification

M. Davy, A. Gretton, A. Doucet and P.J. Rayner

Technical report CUED/F-INFENG/TR.428, February 2002.

Abstract: This letter describes an efficient method to perform nonstationary signal Classification. A Support Vector Machine (SVM) algorithm is introduced and its parameters optimised in a principled way. Simulations demonstrate that our low complexity method outperforms state-of-the-art nonstationary signal classification techniques.