Search results for "Spectral Density"
showing 10 items of 223 documents
On the Characterization of Dynamic Properties of Random Processes by Spectral Parameters
2000
This paper deals with the general problem of directly relating the distribution of ranges of wide band random processes to the power spectral density (PSD) by means of closed-form expressions. Various attempts to relate the statistical distribution of ranges to the PSD by means of the irregularity factor or similar parameters have been done by several authors but, unfortunately, they have not been fully successful. In the present study, introducing the so-called analytic processes, the reasons for which these parameters are insufficient to an unambiguous determination of the range distribution and the fact that parameters regarding the time-derivative processes are needed have been explaine…
Cross-correlation and cross-power spectral density representation by complex spectral moments
2017
Abstract A new approach to provide a complete characterization of normal multivariate stochastic vector processes is presented in this paper. Such proposed method is based on the evaluation of the complex spectral moments of the processes. These quantities are strictly related to the Mellin transform and they are the generalization of the integer-order spectral moments introduced by Vanmarcke. The knowledge of the complex spectral moments permits to obtain the power spectral densities and their cross counterpart by a complex series expansions. Moreover, with just the aid of some mathematical properties the complex fractional moments permit to obtain also the correlation and cross-correlatio…
Using Matlab's wavelet toolbox to compare electric signals outputted by microbial fuel cells
2019
Motivation: microbial fuel cells (MFC) represents a wastewater treatment technology with the potential for a relevant electric energy generation. The monitoring of the electric current outputted generates time series of data. It was generated two time series using an experimental setup with a low-cost dual chamber microbial fuel cell treating cassava wastewater and, also, it was used the electric current data from a previously described experiment with this same setup treating cheese whey. All of this, innovatively, according our best knowledge, was studied using power spectral density, multifractal and wavelet coherence analysis. Results are promising and indeed point out this approach as …
Characterization of MEMS accelerometer self-noise by means of PSD and Allan Variance analysis
2017
In this paper, we have studied the sources of error of a low-cost 3-axis MEMS accelerometer by means of Power Spectral Density and Allan Variance techniques. These techniques were applied to the signals acquired from ten identical devices to characterize the variability of the sensor produced by the same manufacturer. Our analysis showed as identically produced accelerometer have somehow variable behavior in particular at low frequency. It is therefore of paramount importance before their use in Inertial Navigation or Earthquakes Monitoring System, a complete characterization of each single sensors.
An analytical model to evaluate the radiated power spectrum of a multipactor discharge in a parallel-plate region
2008
This paper is aimed at studying the electromagnetic radiation pattern of a multipactor discharge occurring in a parallel-plate waveguide. The proposed method is based on the Fourier expansion of the multipactor current in terms of time-harmonic currents radiating in the parallel-plate region. Classical radiation theory combined with the frequency domain Green's function of the problem allows the calculation of both the electric and the magnetic radiated fields. A novel analytical formula for the total radiated power of each multipactor harmonic has been derived. This formula is suitable for predicting multipactor with the third-harmonic technique. The proposed formulation has been successfu…
Testing Equality of Multiple Power Spectral Density Matrices
2018
This paper studies the existence of optimal invariant detectors for determining whether P multivariate processes have the same power spectral density. This problem finds application in multiple fields, including physical layer security and cognitive radio. For Gaussian observations, we prove that the optimal invariant detector, i.e., the uniformly most powerful invariant test, does not exist. Additionally, we consider the challenging case of close hypotheses, where we study the existence of the locally most powerful invariant test (LMPIT). The LMPIT is obtained in the closed form only for univariate signals. In the multivariate case, it is shown that the LMPIT does not exist. However, the c…
Digital simulation of multivariate earthquake ground motions
2000
In this paper a new generation procedure of multivariate earthquake ground motion is presented. The technique takes full advantage of the decomposition of the power spectral density matrix by means of its eigenvectors. The application of the method to multivariate ground accelerations shows some very interesting physical properties which allows one to obtain significant reduction of the computational effort in the generation of sample functions relative to multivariate earthquake ground motion processes. Copyright © 2000 John Wiley & Sons, Ltd.
Multivariate stochastic wave generation
1996
Abstract In this paper, for the case of the fluid particle velocity, a procedure that substantially reduces the computational effort to generate a multivariate stochastic process is proposed. It is shown that, for a fully coherent wave field, it is possible to decompose the Power Spectral Density (PSD) matrix into the eigenvectors of the matrix itself. This leads to generate each field's process as independent, and the time generation increases linearly with the processes' number in the field. A numerical example to evaluate the statistical properties, in terms of correlation and cross-correlation functions, of the processes is also presented.
Locally optimal invariant detector for testing equality of two power spectral densities
2018
This work addresses the problem of determining whether two multivariate random time series have the same power spectral density (PSD), which has applications, for instance, in physical-layer security and cognitive radio. Remarkably, existing detectors for this problem do not usually provide any kind of optimality. Thus, we study here the existence under the Gaussian assumption of optimal invariant detectors for this problem, proving that the uniformly most powerful invariant test (UMPIT) does not exist. Thus, focusing on close hypotheses, we show that the locally most powerful invariant test (LMPIT) only exists for univariate time series. In the multivariate case, we prove that the LMPIT do…
Surrogate Data Analysis for Assessing the Significance of the Coherence Function
2004
In cardiovascular variability analysis, the significance of the coupling between two time series is commonly assessed by setting a threshold level in the coherence function. While traditionally used statistical tests consider only the parameters of the adopted estimator, the required zero-coherence level may be affected by some features of the observed series. In this study, three procedures, based on the generation of surrogate series sharing given properties with the original but being structurally uncoupled, were considered: independent identically distributed (IID), Fourier transform (FT), and autoregressive (AR). IID surrogates maintained the distribution of the original series, while …