Detection of Increments and Decrements in Continuous White‐Noise Background

1967 ◽  
Vol 41 (6) ◽  
pp. 1611-1611
Author(s):  
S. R. Anderson
2018 ◽  
Vol 16 ◽  
pp. 01002
Author(s):  
Jitka Poměnková ◽  
Eva Klejmová ◽  
Tobiáš Malach

The paper deals with significance testing of time series co-movement measured via wavelet analysis, namely via the wavelet cross-spectra. This technique is very popular for its better time resolution compare to other techniques. Such approach put in evidence the existence of both long-run and short-run co-movement. In order to have better predictive power it is suitable to support and validate obtained results via some testing approach. We investigate the test of wavelet power cross-spectrum with respect to the Gaussian white noise background with the use of the Bessel function. Our experiment is performed on real data, i.e. seasonally adjusted quarterly data of gross domestic product of the United Kingdom, Korea and G7 countries. To validate the test results we perform Monte Carlo simulation. We describe the advantages and disadvantages of both approaches and formulate recommendations for its using.


Cell Reports ◽  
2019 ◽  
Vol 29 (7) ◽  
pp. 2041-2053.e4 ◽  
Author(s):  
Rasmus Kordt Christensen ◽  
Henrik Lindén ◽  
Mari Nakamura ◽  
Tania Rinaldi Barkat

2019 ◽  
Vol 14 (3) ◽  
Author(s):  
Dawen Huang ◽  
Jianhua Yang ◽  
Dengji Zhou ◽  
Grzegorz Litak ◽  
Houguang Liu

In view of complex noise background in engineering practices, this paper presents a rescaled method to detect failure features of bearing structure in the Poisson white noise background. To realize the scale transformation of the fault signal with Poisson white noise, a general scale transformation (GST) method is introduced based on the second-order underdamped nonlinear system. The signal features are successfully extracted through the proposed rescaled method in the simulated and experimental cases. We focus on the influence of Poisson white noise parameters and damping coefficient on the response of nonlinear system. The impulse arrival rate and noise intensity have opposite effects on the realization of stochastic resonance (SR) and the extraction of bearing fault features. Poisson white noise with smaller impulse arrival rate or larger noise intensity is easier to induce SR to extract bearing fault features. The optimal matching between the nonlinear system and the input signal is formed by the optimization algorithm, which greatly improves the extraction efficiency of fault features. Compared with the normalized scale transformation (NST) method, the GST has significant advantages in recognizing the bearing structure failure. The differences and connections between Poisson white noise and Gaussian white noise are discussed in the rescaled system excited by the experiment signal. This paper might provide several practical values for recognizing bearing fault mode in the Poisson white noise.


Author(s):  
Y. B. Brodsky ◽  
S. O. Kovtun ◽  
S. V. Kovalchuk ◽  
P. P. Topolnytsky

A methodological approach to determining the statistical characteristics of the phase-shifted signal observed against a white noise background is considered. Parametric and non-parametric consistency criteria have been widely used to test the hypothesis of the form of the law of probability distribution of random variables. The parametric criteria include Pearson's c2 and its modification of Nikulin's c2. Nonparametric criteria – Kolmogorov – Smirnov, w2 Mises, Anderson – Darling, Rainy and others. In the foreign scientific literature, the term W2 Mises is used for the Anderson – Darling criterion. When testing simple hypotheses, the following order of criteria (by their power) is given preference: c2 Pearson; Anderson – Darling; Kolmogorov – Smirnov; w2 Mises. When testing complex hypotheses, the order changes: w2 Mises; Kolmogorov – Smirnov; Anderson – Darling; c2 Nikulin; c2 Pearson. With the known sample volume, according to the selected rule, the number of intervals of the histogram is calculated and it is constructed according to the set of realizations of the received signal. After that, a comparison is made with the reference law of distribution. The steps of comparison are well known and do not need a separate explanation. Mathematical modeling and processing of its results with the help of Mathcad software package 14 is carried out. We will test the hypothesis about the normal law of distribution of the input mixture of signal and noise by the criterion c2 Pearson. The results of simulation modeling and computational experiment with the above approach show that the statistical characteristics of the additive mixture of phase-manipulated signal and white noise in the energy-hidden mode of operation of electronic means are subject to laws that are qualitatively close and generally approximated by normal laws.


2011 ◽  
Vol 403-408 ◽  
pp. 553-557
Author(s):  
Qi Liang Zhang ◽  
Qing Sun ◽  
Yong Sun

Linear-LM pulse-compression signal has been widely used in modern radar for its characteristics of far detection range and strong ability of anti-jamming. SNR of Linear-FM pulse-compression radar is needed to be measured real-time in the course of estimating its anti-jamming ability quantitatively. Aiming at the performance of this radar, SNR estimating arithmetic in frequency domain is put forward in this paper and the model is validated by simulating in Gaussian white noise background. Result shows that the high speed operation arithmetic is easy to implement and can be applied to estimating the anti-jamming effect of Linear-FM pulse-compression radar.


2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.


1985 ◽  
Vol 16 (4) ◽  
pp. 260-266 ◽  
Author(s):  
Lee Ann Laraway

The purpose of this study was to determine whether there is a statistically significant difference between the auditory selective attention abilities of normal and cerebral-palsied individuals. Twenty-three cerebral-palsied and 23 normal subjects between the ages of 5 and 21 were asked to repeat a series of 30 items consisting of from 2 to 4 digits in the presence of intermittent white noise. Results of the study indicate that cerebral-palsied individuals perform significantly poorer than normal individuals when the stimulus is accompanied by noise. Noise was not a significant factor in the performance of the normal subjects regardless of age.


1961 ◽  
Vol 4 (1) ◽  
pp. 72-72 ◽  
Author(s):  
Samuel Sutton ◽  
Richard Allen Chase
Keyword(s):  

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