Radioelectronics and Communications Systems · 2015 · 16 citations · 11 references
ComputingData ScienceBiomedical Signal ProcessingTime Series AnalysisDigital Signal ProcessingSignal ProcessingSpectral AnalysisSurrogate ModelingSurrogate-based OptimizationTime-frequency AnalysisEigenvalue AlgorithmsEigenvalue Spectral AnalysisFrequency Spectrum AnalysisSpectral Estimation
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.
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Testing for nonlinearity in time series: the method of surrogate data
James Theiler, Stephen Eubank, André Longtin et al. · Physica D Nonlinear Phenomena · 1992 · 3.8K citations
Spectral theory of random matrices
Vyacheslav L. Girko · Russian Mathematical Surveys · 1985 · 120 citations