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In this brief paper, we present a simple approach to estimate the variance of measurement noise with time-varying 1-D signals. The proposed approach exploits the relationship between the noise variance and the variance of the prediction…

Signal Processing · Electrical Eng. & Systems 2021-04-09 Qin Li , Junchan Zhao

We describe a new technique for removing troublesome interference from external coherent signals present in the gravitational wave spectrum. The method works when the interference is present in many harmonics, as long as they remain…

General Relativity and Quantum Cosmology · Physics 2009-12-30 Alicia M. Sintes , Bernard F. Schutz

This paper examines signal detection in the presence of noise, with a particular emphasis to the nuclear activation analysis. The problem is to decide what between the signal-plus-background and no-signal hypotheses fits better the data and…

Data Analysis, Statistics and Probability · Physics 2013-01-09 Luigi Bergamaschi , Giancarlo D'Agostino , Laura Giordani , Giovanni Mana , Massimo Oddone

The problem of separation of an observed sum of chaotic signals into the individual components in the presence of noise on the path to the observer is considered. A noise threshold is found above which high-quality separation is impossible.…

Chaotic Dynamics · Physics 2009-11-07 Yuri V. Andreyev , Alexander S. Dmitriev , Elena V. Efremova

Universal conductance fluctuations are usually observed in the form of aperiodic oscillations in the magnetoresistance of thin wires as a function of the magnetic field B. If such oscillations are completely random at scales exceeding…

Disordered Systems and Neural Networks · Physics 2021-12-28 I. M. Suslov

Central to the gravitational wave detection problem is the challenge of separating features in the data produced by astrophysical sources from features produced by the detector. Matched filtering provides an optimal solution for Gaussian…

General Relativity and Quantum Cosmology · Physics 2010-12-09 Tyson B. Littenberg , Neil J. Cornish

We investigate the optimal tradeoff between information gained about an unknown coherent state and the state disturbance caused by the measurement process. We propose several optical schemes that can enable this task, and we implement one…

Quantum Physics · Physics 2009-11-11 Ulrik L. Andersen , Metin Sabuncu , Radim Filip , Gerd Leuchs

Products of Gaussian noises often emerge as the result of non-linear detection techniques or as a parasitic effect, and their proper handling is important in many practical applications, including in fluctuation-enhanced sensing, indoor air…

Data Analysis, Statistics and Probability · Physics 2013-01-07 L. B. Kish , R. Mingesz , Z. Gingl , C. G. Granqvist

We introduce the Gradient-MUSIC algorithm for estimating the unknown frequencies and amplitudes of a nonharmonic signal from noisy time samples. While the classical MUSIC algorithm performs a computationally expensive search over a fine…

Information Theory · Computer Science 2025-10-22 Albert Fannjiang , Weilin Li , Wenjing Liao

We derive a method to reconstruct Gaussian signals from linear measurements with Gaussian noise. This new algorithm is intended for applications in astrophysics and other sciences. The starting point of our considerations is the principle…

Instrumentation and Methods for Astrophysics · Physics 2011-10-18 Niels Oppermann , Georg Robbers , Torsten A. Ensslin

A new algorithm for estimating the time-varying frequency of a noiseless sinusoidal signal is considered. It is assumed that the amplitude and frequency of the sinusoidal signal are unknown functions of time, but are solutions of linear…

Dynamical Systems · Mathematics 2021-10-13 A. A. Bobtsov , N. A. Nikolaev , O. V. Oskina , S. I. Nizovtsev

We consider a statistical problem of detection of a signal with unknown energy in a multi-channel system, observed in a Gaussian noise. We assume that the signal can appear in the $k$-th channel with a known small prior probability…

Statistics Theory · Mathematics 2017-12-19 Evgeny Burnaev , Georgy Golubev

Estimation problems in the presence of deterministic linear nuisance parameters arise in a variety of fields. To cope with those, three common methods are widely considered: (1) jointly estimating the parameters of interest and the nuisance…

Optimization and Control · Mathematics 2018-07-05 Yongchang Hu , Geert Leus

Robust online estimation of oscillation frequency belongs to classical problems of system identification and adaptive control. The given harmonic signal can be noisy and with varying amplitude at the same time, as in the case of damped…

Systems and Control · Electrical Eng. & Systems 2022-01-26 Michael Ruderman

We consider a model where a signal (discrete or continuous) is observed with an additive Gaussian noise process. The signal is issued from a linear combination of a finite but increasing number of translated features. The features are…

Statistics Theory · Mathematics 2024-07-23 Cristina Butucea , Jean-François Delmas , Anne Dutfoy , Clément Hardy

The harmonic oscillator is a powerful model that can appear as a limit case when examining a nonlinear system. A well known fact is, that without driving, the inclusion of a friction term makes the origin of the phase space -- which is a…

Statistical Mechanics · Physics 2020-09-01 Daniel Schirdewahn

A particular example of chaos can be conceived in the interaction of non-linear oscillator with a harmonic gravitational wave. When we replace the linear potential forces by the therm SIN(x), the type of solution becomes subject to external…

chao-dyn · Physics 2007-05-23 G. V. Vlasov

Oscillatory systems arise in the different science fields. Complex mathematical formulations with differential equations have been proposed to model the dynamics of these systems. While they have the advantage of having a direct…

Neurons and Cognition · Quantitative Biology 2022-05-02 Cristina Rueda , Alejandro Rodríguez-Collado , Yolanda Larriba

Existing coherent network analysis techniques for detecting gravitational-wave bursts simultaneously test data from multiple observatories for consistency with the expected properties of the signals. These techniques assume the output of…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Shourov Chatterji , Albert Lazzarini , Leo Stein , Patrick Sutton , Antony Searle , Massimo Tinto

This paper studies the problem of robust signal detection in Gaussian noise under quadratically convex orthosymmetric (QCO) constraints. We consider a minimax testing framework where the signal belongs to a QCO set and is separated from…

Statistics Theory · Mathematics 2026-02-17 Yikun Li , Matey Neykov
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