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Relationships of the frequency estimate RMSE of signal harmonic components obtained with the use of the surrogate data technology

Adaptive variant of the surrogate data technology for enhancing the effectiveness of signal spectral analysis using eigenstructure methods

Volodymyr I. Vasylyshyn


The problem of enhancing the effectiveness of spectral analysis of signals observed against the background of noise by the Root-MUSIC method has been considered using the surrogate data technology implemented by adapting the algorithm of phase randomization of the Fourier transform samples of the initial data in relation to the signal-to-noise ratio (SNR). The proposed variant of the surrogate data technology was shown to be effective at low values of SNR and a small number of samples. At large values of SNR an additive variant of the surrogate data technology actually does not cause an emergence of surrogate interference typical for nonadaptive variant. The proposed variant of the technology can be applied in combination with other methods of spectral analysis.


surrogate data; eigenstructure methods; SNR

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