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

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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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Authors and Affiliations

  1. Kharkiv Air Force University, Kharkiv, Ukraine

    P. Yu. Kostenko & V. I. Vasylyshyn

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  1. P. Yu. Kostenko
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  2. V. I. Vasylyshyn
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Correspondence to V. I. Vasylyshyn.

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Original Russian Text © P.Yu. Kostenko, V.I. Vasylyshyn, 2015, published in Izv. Vyssh. Uchebn. Zaved., Radioelektron., 2015, Vol. 58, No. 2, pp. 36–47.

ORCID: 0000-0002-3382-0684

ORCID: 0000-0002-5461-0125

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Kostenko, P.Y., Vasylyshyn, V.I. Enhancing the spectral analysis efficiency at low signal-to-noise ratios using the technology of surrogate data without the segmentation of observation. Radioelectron.Commun.Syst. 58, 75–84 (2015). https://doi.org/10.3103/S0735272715020041

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  • DOI: https://doi.org/10.3103/S0735272715020041

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