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Separation of multiple time delays using new spectral estimation schemes

M.A. Hasan, M.R. Azimi-Sadjadi, G.J. Dobeck
1998 IEEE Transactions on Signal Processing  
The problem of estimating multiple time delays in presence of colored noise is considered in this paper. This problem is first converted to a high-resolution frequency estimation problem.  ...  The effectiveness of the method is demonstrated on two examples: a standard frequency estimation problem in presence of colored noise and a real-world problem that involves separation of multiple specular  ...  EIGENSTRUCTURE OF CORRELATIONS WITH HIGHER ORDER LAGS As mentioned in Section III, the main motivation behind using higher lags of correlations lies in the idea of suppressing the effects of colored noise  ... 
doi:10.1109/78.678471 fatcat:deyxcms2ffhjzb3sqn2h3syaju

Detection of multiplicative noise in stationary random processes using second- and higher order statistics

M. Coulon, J.-Y. Tourneret, A. Swami
2000 IEEE Transactions on Signal Processing  
This paper addresses the problem of detecting the presence of colored multiplicative noise, when the information process can be modeled as a parametric ARMA process.  ...  A second detector is developed when the multiplicative noise is nonzero mean. This detector consists of filtering the data by an estimated AR filter.  ...  Moulines who provided the Matlab code for the Moulines-Choukri Gaussianity tests.  ... 
doi:10.1109/78.863059 fatcat:cho6tnqz65fprn2k4iliagw244

Parameter Estimation of Noise Corrupted Sinusoids [article]

Francis J. O'Brien, Jr., Nathan Johnnie
2011 arXiv   pre-print
This paper demonstrates the techniques of FIR filtering, Fast Fourier Transform, circular autocorreltion, and nonlinear least squares minimization as useful in the parameter estimation of amplitude, frequency  ...  Alternative means are described for estimating frequency and phase angle. An autocorrelation function for harmonic motion is also derived.  ...  Modeling simple harmonic motion by parameter estimation of sinusoids in the presence of noise is the focus of the present effort.  ... 
arXiv:1104.2736v7 fatcat:hpi24phb5neo7onewi7dpmqske

Origins of 1/f noise in human music performance from short-range autocorrelations related to rhythmic structures

Ian D. Colley, Roger T. Dean, Lawrence M. Ward
2019 PLoS ONE  
This noise structure describes an inverse relationship between the intensity and frequency of events in a time series (for example reflected in power spectra), and is believed to indicate long-range dependence  ...  We also analyzed gait, heartbeat, and resting-state EEG data, demonstrating the coexistence of multiple short-range processes and 1/f fluctuation in a variety of phenomena.  ...  As indicated, the type of noise color is usually quantified using a scaling exponent, which represents the slope relating log-power to log-frequency in a power-spectral density (PSD) plot.  ... 
doi:10.1371/journal.pone.0216088 pmid:31059519 pmcid:PMC6502337 fatcat:y4ydlmdnrbgy7e653limy7npla

Generating data with prescribed power spectral density

P.M.T. Broersen, S. de Waele
2003 IEEE Transactions on Instrumentation and Measurement  
The quality criterion for the generating time series model is that the spectrum estimated from the generated number of observations cannot be distinguished from the prescribed spectrum.  ...  An arbitrary prescribed spectral density will be approximated by a finite number of equidistant samples in the frequency domain. This approximation becomes accurate by taking more and more samples.  ...  The presence of colored observation noise in a huge number of observations leads to a difficult numerical regression problem, demanding a weighted least squares solution.  ... 
doi:10.1109/tim.2003.814824 fatcat:d5pe2oba7fdu5o2irvkfnsfb5i

Estimation and interpretation of 1/fα noise in human cognition

Eric-Jan Wagenmakers, Simon Farrell, Roger Ratcliff
2004 Psychonomic Bulletin & Review  
Recent analyses of serial correlations in cognitive tasks have provided preliminary evidence of the presence of a particular form of long-range serial dependence known as 1/f noise.  ...  In this article, we discuss the defining characteristics of long-range dependence and argue that claims about its presence need to be evaluated by testing against the alternative hypothesis of short-range  ...  If it turns out that these measures are sensitive to the presence of short-range correlations, so that they are shifted from the theoretical value for white noise only in the presence of short-term correlations  ... 
doi:10.3758/bf03196615 pmid:15581115 pmcid:PMC1479451 fatcat:nzqjcsx76zhm3bexaz7uwypykm

UWB Signal Detection by Cyclic Features [article]

Yiyin Wang, Xiaoli Ma, Cailian Chen, Xinping Guan
2014 arXiv   pre-print
, colored noise, and NB interferences.  ...  In this paper, we propose computationally efficient detectors using the specific cyclic features of UWB signals.  ...  Taking colored Gaussian noise into account, a multi-cycle multi-lag cyclic feature detector is derived in [23] , and it can accommodate multiple antennas as well.  ... 
arXiv:1406.7124v1 fatcat:jy6cok53qjh4zirjsi6thvk5ka

Covert underwater acoustic communications

Jun Ling, Hao He, Jian Li, William Roberts, Petre Stoica
2010 Journal of the Acoustical Society of America  
Low probability of detection ͑LPD͒ communications are conducted at a low received signal-to-noise ratio ͑SNR͒ to deter eavesdroppers to sense the presence of the transmitted signal.  ...  Emphasis is placed on the design of a spreading waveform that not only accounts for the transceiver structure and frequency-selective nature of the UWA channel, but also possesses a superior LPI.  ...  The correlation levels of the waveform versus lag are shown in Fig. 6͑a͒ .  ... 
doi:10.1121/1.3493454 pmid:21110585 fatcat:mjuywxav25fp7kdbkwoo6ea26q

Estimation of time differences of arrival by pole decomposition

A. Nehorai, Guaning Su, M. Morf
1983 IEEE Transactions on Acoustics Speech and Signal Processing  
correlated receiver For the estimation of the source poles, observe that the noise of MA type.  ...  correlated MA noise.  ...  This result indicates that in the presence of noise, extrapolation techniques should be used judiciously in order to obtain reasonable results. [See Fig. l(a) .]  ... 
doi:10.1109/tassp.1983.1164231 fatcat:ytms7rz7h5db5kha5efcd3puw4

STOCHASTIC VARIABILITY IN X-RAY EMISSION FROM THE BLACK HOLE BINARY GRS 1915+105

Yuriy S. Polyakov, Joseph Neilsen, Serge F. Timashev
2012 Astronomical Journal  
We examine stochastic variability in the dynamics of X-ray emission from the black hole system GRS 1915+105, a strongly variable microquasar commonly used for studying relativistic jets and the physics  ...  We find the values of FNS parameters, including the Hurst exponent, flicker-noise parameter, and characteristic time scales, for each observation based on multiple 2,500-second continuous data segments  ...  contribution of Poisson noise in the highest-frequency range, high low-frequency quasi-regular variability, and presence of multiple stochastic timescales.  ... 
doi:10.1088/0004-6256/143/6/148 fatcat:2hmushxb4nfc3n6gy7axwnjt6e

Impulse Response Functions for Nonlinear, Nonstationary, and Heterogeneous Systems, Estimated by Deconvolution and Demixing of Noisy Time Series

James W. Kirchner
2022 Sensors  
All of these methods are implemented in an R script that can efficiently estimate IRFs over hundreds of lags, from noisy time series of thousands or even millions of time steps.  ...  Here, I present data-driven, model-independent, nonparametric IRF estimation methods that relax these assumptions, and thus expand the applicability of IRFs in real-world systems.  ...  Conflicts of Interest: The author declares no conflict of interest.  ... 
doi:10.3390/s22093291 pmid:35590982 pmcid:PMC9105515 fatcat:ihiocnphyncbfgifai6f6vj6oa

Calculation of the Performance of Communication Systems From Measured Oscillator Phase Noise

M. Reza Khanzadi, Dan Kuylenstierna, Ashkan Panahi, Thomas Eriksson, Herbert Zirath
2014 IEEE Transactions on Circuits and Systems Part 1: Regular Papers  
First, a statistical model of the PN, considering the effect of white and colored noise sources, is derived.  ...  In this paper, a direct connection between oscillator measurements, in terms of measured single-side band PN spectrum, and the optimal communication system performance, in terms of the resulting error  ...  This is due to the correlated samples of phase increment process for noise which results in lower PN estimation errors compared to noise. D.  ... 
doi:10.1109/tcsi.2013.2285698 fatcat:robfb4otmrcitpaylnvmetqtuq

DUAL-FREQUENCY OBSERVATIONS OF 140 COMPACT, FLAT-SPECTRUM ACTIVE GALACTIC NUCLEI FOR SCINTILLATION-INDUCED VARIABILITY

J. Y. Koay, J.-P. Macquart, B. J. Rickett, H. E. Bignall, J. E. J. Lovell, C. Reynolds, D. L. Jauncey, T. Pursimo, L. Kedziora-Chudczer, R. Ojha
2011 Astronomical Journal  
This can result from intrinsic source size effects or scatter broadening in the Intergalactic Medium (IGM), in excess of the expected (1+z)^0.5 angular diameter scaling of brightness temperature limited  ...  As in the MASIV Survey, the variability of the sources is found to be significantly correlated with line-of-sight H-alpha intensities, confirming its link with ISS.  ...  As in the calculation of the discrete SF in Equation (1) , time lag bins at integer multiples of the smallest time lag between data points are used, with time lag bins selected for plotting only if they  ... 
doi:10.1088/0004-6256/142/4/108 fatcat:nutqzgxu7felveqsvo43ohxgiq

Orbital-scale benthic foraminiferal oxygen isotope stratigraphy at the northern Bering Sea Slope Site U1343 (IODP Expedition 323) and its Pleistocene paleoceanographic significance

H. Asahi, S. Kender, M. Ikehara, T. Sakamoto, K. Takahashi, A.C. Ravelo, C.A. Alvarez Zarikian, B.K. Khim, M.J. Leng
2016 Deep-sea research. Part II, Topical studies in oceanography  
Oxygen isotope records from multiple species of benthic foraminifera at Integrated Ocean Drilling Program (IODP) Expedition 323 Site U1343 (54Û33.4'N, 176Û49.0' E, water depth 1950 m) yield a highly refined  ...  A continuous composite oxygen isotope (į 18 O) stratigraphy from benthic foraminifera in the Bering Sea was reconstructed in order to provide insight into understanding sea-ice evolution in response to  ...  The significant test on the B-T spectrum uses estimation uncertanities of spectrum power to visualize how each spectrum peak signifies from its power nearby subject frequency.  ... 
doi:10.1016/j.dsr2.2014.01.004 fatcat:sserrmrnh5a5fdo2jawmipshry

Modeling of non-Gaussian array data using cumulants: DOA estimation of more sources with less sensors

Sanyogita Shamsunder, Georgios B. Giannakis
1993 Signal Processing  
The proposed methods are theoretically insensitive to additive Gaussian noise (perhaps colored, with unknown covariance matrix), and are guaranteed to uniquely identify the system matrix within a post-multiplication  ...  The problem of detecting the number of sources (or inputs) using output cumulants only is also addressed .  ...  But in the presence of colored noise, the smallest eigenvalues of c2, are non-zero and hence its rank is larger than N,, . In practice, N, is estimated as follows : Step 1 .  ... 
doi:10.1016/0165-1684(93)90014-2 fatcat:wqfv2sphubcttjmnepcyat4v24
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