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The article considers the problem of identifying the variable frequency of a sinusoidal signal. To obtain a regression model of the signal, an iterative differentiation of the original analytical expression is performed, and the swapping…

Systems and Control · Electrical Eng. & Systems 2021-09-21 S. I. Nizovtsev , S. V. Shavetov , A. A. Pyrkin

In this paper, we give estimators of the frequency, amplitude and phase of a noisy sinusoidal signal with time-varying amplitude by using the algebraic parametric techniques introduced by Fliess and Sira-Ramirez. We apply a similar strategy…

Numerical Analysis · Mathematics 2011-05-17 Da-Yan Liu , Olivier Gibaru , Wilfrid Perruquetti

This paper considers the problem of frequency estimation for a multi-sinusoidal signal consisting of n sinuses in finite-time. The parameterization approach based on applying delay operators to a measurable signal is used. The result is the…

Systems and Control · Electrical Eng. & Systems 2020-09-15 Anastasiia Vediakova , Alexey Vedyakov , Anton Pyrkin , Alexey Bobtsov , Vladislav Gromov

In this technical communique, we propose a novel observer-based adaptive scheme to deal with the parameter estimation problem of biased sinusoidal signals. Different from the existing adaptive frequency estimation scheme, the proposed…

Dynamical Systems · Mathematics 2020-12-29 Shang Shi , Huifang Min , Shihong Ding

The problem of detecting a sinusoidal signal with randomly varying frequency has a long history. It is one of the core problems in signal processing, arising in many applications including, for example, underwater acoustic frequency line…

Signal Processing · Electrical Eng. & Systems 2022-11-14 Changrong Liu , S. Suvorova , R. J. Evans , B. Moran , A. Melatos

Frequency estimation is a fundamental problem in signal processing, with applications in radar imaging, underwater acoustics, seismic imaging, and spectroscopy. The goal is to estimate the frequency of each component in a multisinusoidal…

Machine Learning · Computer Science 2021-02-04 Gautier Izacard , Sreyas Mohan , Carlos Fernandez-Granda

Existing algorithms for fitting the parameters of a sinusoid to noisy discrete time observations are not always successful due to initial value sensitivity and other issues. This paper demonstrates the techniques of FIR filtering, Fast…

General Mathematics · Mathematics 2012-08-27 Francis J. O'Brien, , Nathan Johnnie

Sinusoidal parameter estimation is a fundamental task in applications from spectral analysis to time-series forecasting. Estimating the sinusoidal frequency parameter by gradient descent is, however, often impossible as the error function…

Signal Processing · Electrical Eng. & Systems 2022-11-21 Ben Hayes , Charalampos Saitis , György Fazekas

An online, adaptive method of time delay and magnitude estimation for sinusoidal signals is presented. The method is based on an adaptive gradient descent algorithm that directly determines the time delay and magnitudes of two noisy…

Systems and Control · Computer Science 2013-08-13 Santanu Sarma

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

Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral…

Signal Processing · Electrical Eng. & Systems 2021-06-23 Daniel E. Shea , Rajiv Giridharagopal , David S. Ginger , Steven L. Brunton , J. Nathan Kutz

Signal processing applications use sinusoidal modelling for speech synthesis, speech coding, and audio coding. Estimation of the model parameters involves non-linear optimisation methods, which can be very costly for real-time applications.…

In this work, we propose a time-varying wave-shape extraction algorithm based on a modified version of the adaptive non-harmonic model for non-stationary signals. The model codifies the time-varying wave-shape information in the relative…

Signal Processing · Electrical Eng. & Systems 2023-09-28 Joaquin Ruiz , Gastón Schlotthauer , Leandro Vignolo , Marcelo A. Colominas

We present different computational approaches for the rapid extraction of the signal parameters of discretely sampled damped sinusoidal signals. We compare time- and frequency-domain-based computational approaches in terms of their accuracy…

Instrumentation and Detectors · Physics 2020-10-23 Jim C. Visschers , Emma Wilson , Thomas Conneely , Andrey Mudrov , Lykourgos Bougas

Nonsinusoidal oscillatory signals are everywhere. In practice, the nonsinusoidal oscillatory pattern, modeled as a 1-periodic wave-shape function (WSF), might vary from cycle to cycle. When there are finite different WSFs, $s_1,\ldots,s_K$,…

Signal Processing · Electrical Eng. & Systems 2023-04-12 Marcelo A. Colominas , Hau-Tieng Wu

When modelling time series, it is common to decompose observed variation into a "signal" process, the process of interest, and "noise", representing nuisance factors that obfuscate the signal. To separate signal from noise, assumptions must…

Methodology · Statistics 2020-11-11 Richard Creswell , Ben Lambert , Chon Lok Lei , Martin Robinson , David Gavaghan

Assessment of voice signals has long been performed with the assumption of periodicity as this facilitates analysis. Near periodicity of normal voice signals makes short-time harmonic modeling an appealing choice to extract vocal feature…

Audio and Speech Processing · Electrical Eng. & Systems 2022-02-10 Takeshi Ikuma , Andrew J. McWhorter , Lacey Adkins , Melda Kunduk

This paper addresses the problem of expressing a signal as a sum of frequency components (sinusoids) wherein each sinusoid may exhibit abrupt changes in its amplitude and/or phase. The Fourier transform of a narrow-band signal, with a…

Machine Learning · Computer Science 2013-02-27 Yin Ding , Ivan W. Selesnick

Linear, time-varying (LTV) systems composed of time shifts, frequency shifts, and complex amplitude scalings are operators that act on continuous finite-energy waveforms. This paper presents a novel, resource-efficient method for…

Information Theory · Computer Science 2015-06-23 Andrew Harms , Waheed U. Bajwa , Robert Calderbank

We propose a novel approach for change-point detection and parameter learning in multivariate non-stationary time series exhibiting oscillatory behaviour. We approximate the process through a piecewise function defined by a sum of…

Methodology · Statistics 2026-02-02 Nicolas Bianco , Lorenzo Cappello
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