Enhancing the spectral analysis efficiency at low signal-to-noise ratios using the technology of surrogate data without the segmentation of observation

Pavlo Yu. Kostenko; Volodymyr I. Vasylyshyn

doi:10.3103/S0735272715020041

Authors

Pavlo Yu. Kostenko Ivan Kozhedub Kharkiv National Air Force University, Ukraine https://orcid.org/0000-0002-3382-0684
Volodymyr I. Vasylyshyn Ivan Kozhedub Kharkiv National Air Force University, Ukraine https://orcid.org/0000-0002-5461-0125

DOI:

https://doi.org/10.3103/S0735272715020041

Keywords:

surrogate data, spectral analysis, eigenstructure methods, correction, size of segment

Abstract

A comparative analysis of two methods of estimating the observation correlation matrix (CM) based on obtaining an ensemble of its segments and a pseudo-ensemble obtained by applying the technology of surrogate data. It was shown that in the range of small values of the signal-to-noise ratio the error of CM estimation using the pseudo-ensemble was less than that of the CM estimation using the observation segmentation. Since the CM estimation is a basic procedure in advanced methods of spectral analysis, this study showed (by using simulation) that the application of observation pseudo-ensemble made it possible to avoid the segmentation of observations, which causes the reduction of spectral analysis resolution.

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