Spectral Analysis of Time Series with Rhythmic Structure

I. Yu. Isaev; I. N. Yavorskiy

doi:10.1615/JAutomatInfScien.v31.i1-3.130

Journal of Automation and Information Sciences

Editor en Jefe: Arkadiy A. Chikriy (open in a new tab)

Editor Asociados: Vyacheslav F. Gubarev (open in a new tab) Yuriy P. Kondratenko (open in a new tab) Nonna V. Turovyerova (open in a new tab)

Publicado 12 números por año

ISSN Imprimir: 1064-2315

ISSN En Línea: 2163-9337

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Spectral Analysis of Time Series with Rhythmic Structure

Volumen 31, Edición 1-3, 1999, pp. 100-107

DOI: 10.1615/JAutomatInfScien.v31.i1-3.130

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I. Yu. Isaev
Physico-Mechanical Institute, National Academy of Sciences of Ukraine, Lviv

I. N. Yavorskiy
Physico-Mechanical Institute, National Academy of Sciences of Ukraine, Lviv

SINOPSIS

Properties of discrete estimates of spectral density of periodically correlated random processes constructed by the component estimation method are studied. Formulas are derived for the spectral analysis of rhythmic signals. Conclusion about the quality of probabilistic characteristics estimation are presented.

PALABRAS CLAVE: Spectral analysis, time series, rhytmic structure, spectral density, component estimation method

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