English

Location and Spectral Estimation of Weak Wave Packets on Noise Background

Computational Engineering, Finance, and Science 2007-07-03 v1

Abstract

The method of location and spectral estimation of weak signals on a noise background is being considered. The method is based on the optimized on order and noise dispersion autoregressive model of a sought signal. A new approach of model order determination is being offered. Available estimation of the noise dispersion is close to the real one. The optimized model allows to define function of empirical data spectral and dynamic features changes. The analysis of the signal as dynamic invariant in respect of the linear shift transformation yields the function of model consistency. Use of these both functions enables to detect short-time and nonstationary wave packets at signal to noise ratio as from -20 dB and above.

Keywords

Cite

@article{arxiv.0707.0181,
  title  = {Location and Spectral Estimation of Weak Wave Packets on Noise Background},
  author = {Yu. Bunyak and O. Bunyak},
  journal= {arXiv preprint arXiv:0707.0181},
  year   = {2007}
}

Comments

7 pages, 8 figures. Extended version of presentation in the conferences IMTC-2007

R2 v1 2026-06-21T08:54:17.137Z