相关论文: On the limits of spectral methods for frequency es…

Sampling methods for graph signals in the graph spectral domain are presented. Though conventional sampling of graph signals can be regarded as sampling in the graph vertex domain, it does not have the desired characteristics in regard to…

A photonic spectrograph can be much smaller than a conventional spectrograph with the same resolving power. Individual devices can be integrated with optical fibres to improve the multiplex gain in astronomical spectroscopy. Although…

Machine learning algorithms, when trained on audio recordings from a limited set of devices, may not generalize well to samples recorded using other devices with different frequency responses. In this work, a relatively straightforward…

In the matter of selection of sample time points for the estimation of the power spectral density of a continuous time stationary stochastic process, irregular sampling schemes such as Poisson sampling are often preferred over regular…

Single channel measurements play a minor role in today physics, but they are sometimes unavoidable. Comparing to multichannel measurements, there is distribution of measurement time to be chosen in an experiment design. A method to optimize…

The "theoretical limit of time-frequency resolution in Fourier analysis" is thought to originate in certain mathematical and/or physical limitations. This, however, is not true. The actual origin arises from the numerical (technical) method…

This paper investigates the problem of estimating the spectral power parameters of random analog sources using numerical measurements acquired with minimum digitization complexity. Therefore, spectral analysis has to be performed with…

We consider the problem of estimating cross-spectral quantities in the low-frequency regime, where long observation times limit averaging over large ensembles of periodograms, thereby preventing the use of approximate Gaussian statistics.…

Discrete time trawl processes constitute a large class of time series parameterized by a trawl sequence (a j) j$\in$N and defined though a sequence of independent and identically distributed (i.i.d.) copies of a continuous time process…

To assess whether a given time series can be modeled by a stochastic process possessing long range correlation one usually applies one of two types of analysis methods: the spectral method and the random walk analysis. The first objective…

Sustained oscillations in power systems are dangerous. There are various mechanisms, for instance, limit cycle and forced oscillation, that may lead to sustained oscillations, which nevertheless are hard to differentiate. In this paper, a…

We extend the spectral method for proving limit theorems to random non-uniformly expanding dynamical systems. This yields the CLT and moderate deviations principles (MDP). We show that as the amount of non-uniformity decreases the CLT rates…

This article addresses the measurement of the power spectrum of red noise processes at the lowest frequencies, where the minimum acquisition time is so long that it is impossible to average on a sequence of data record. Therefore, averaging…

It is a well-known fact that mathematical functions that are timelimited (or spacelimited) cannot be simultaneously bandlimited (in frequency). Yet the finite precision of measurement and computation unavoidably bandlimits our observation…

The nonparametric estimation of the volatility and the drift coefficient of a scalar diffusion is studied when the process is observed at random time points. The constructed estimator generalizes the spectral method by Gobet, Hoffmann and…

Orbital solutions for binary or multiple stellar systems that combine astrometry (e.g., position angles and angular separations) with spectroscopy (radial velocities) have important advantages over astrometric-only or spectroscopic-only…

It is often necessary to compare the power spectra of two or more time series. One may, for instance, wish to estimate what the power spectrum of the combined data sets might have been. One might also wish to estimate the significance of a…

Welch's method provides an estimator of the power spectral density that is statistically consistent. This is achieved by averaging over periodograms calculated from overlapping segments of a time series. For a finite length time series,…

Spectrum sensing is a fundamental operation in cognitive radio environment. It gives information about spectrum availability by scanning the bands. Usually a fixed amount of time is given to scan individual bands. Most of the times,…

In the last years several estimation strategies have been formulated to determine the value of an unknown parameter in the most precise way, taking into account the presence of noise. These strategies typically rely on the use of quantum…