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Extended Relative Power Contribution that Allows to Evaluate the Effect of Correlated Noise

Methodology 2023-11-06 v1

Abstract

We proposed an extension of Akaike's relative power contribution that could be applied to data with correlations between noises. This method decomposes the power spectrum into a contribution of the terms caused by correlation between two noises, in addition to the contributions of the independent noises. Numerical examples confirm that some of the correlated noise has the effect of reducing the power spectrum.

Keywords

Cite

@article{arxiv.2311.01913,
  title  = {Extended Relative Power Contribution that Allows to Evaluate the Effect of Correlated Noise},
  author = {Genshiro Kitagawa and Yoko Tanokura and Seisho Sato},
  journal= {arXiv preprint arXiv:2311.01913},
  year   = {2023}
}

Comments

14 pages, 4 table, 8 figures