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Phase portrait obtained by simulation of two harmonic components

Enhancing the efficiency of spectral analysis of signals by the Root-MUSIC method using surrogate data

Pavlo Yu. Kostenko, Volodymyr I. Vasylyshyn


A problem of enhancing the efficiency of spectral analysis of signals observed against the background of noise by using the Root-MUSIC method and the technology of surrogate data obtained by the randomization of phases of spectral components of observations has been considered. The results of spectral analysis simulation are presented. The application of this technology was shown to be effective at small and large values of the signal-to-noise ratio when the frequencies of signal components are a multiple of the observation sampling frequency.


surrogate data; eigenstructure methods; bootstrap; signal-to-noise ratio; randomization

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