Loading...
Search for:
nonstationary-process
0.007 seconds
Recursive spectral analysis of natural time series based on eigenvector matrix perturbation for online applications
, Article IET Signal Processing ; Volume 5, Issue 6 , 2011 , Pages 515-526 ; 17519675 (ISSN) ; Lucas, C ; Araabi, B. N ; Moshiri, B ; Bidar, M. R ; Sharif University of Technology
2011
Abstract
Singular spectrum analysis (SSA) is a well-studied approach in signal processing. SSA has originally been designed to extract information from short noisy chaotic time series and to enhance the signal-to-noise ratio. SSA is good for offline applications; however, many applications, such as modelling, analysis, and prediction of time-varying and non-stationary time series, demand for online analysis. This study introduces a recursive algorithm called recursive SSA as a modification to regular SSA for dynamic and online applications. The proposed method is based on eigenvector matrix perturbation approach. After recursively calculating the covariance matrix of the trajectory matrix, R-SSA...
Computation of the phase and amplitude noise in microwave oscillators and a simplified calculation method for far enough from the carrier offsets
, Article IET Microwaves, Antennas and Propagation ; Volume 4, Issue 12 , 2010 , Pages 2031-2041 ; 17518725 (ISSN) ; Farzaneh, F ; Sharif University of Technology
2010
Abstract
New results regarding phase and amplitude noise analysis in microwave oscillators for moderate offset frequencies from the carrier are presented. Although the phase noise process in an oscillator is a large signal non-stationary process, it is proved that for the purpose of phase noise calculations for moderate offset frequencies, the phase noise process can be considered as a small signal stationary process and by this assumption, a valid approximation of the phase noise spectrum at these offset frequencies is obtained. By this consideration, a simplified approach for the purpose of the phase and amplitude noise spectrum calculations, at far enough from the carrier offset frequencies, by...