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

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 erro...

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Bibliographic Details
Published in:Radioelectronics and communications systems 2015, Vol.58 (2), p.75-84
Main Authors: Kostenko, P. Yu, Vasylyshyn, V. I.
Format: Article
Language:English
Subjects:
Communications Engineering
Engineering
Networks
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Summary: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.
ISSN:0735-2727
1934-8061
DOI:10.3103/S0735272715020041