Generalization of the Derivative Analysis Method to Non-Stationary Sinusoidal Modeling
نویسندگان
چکیده
In the context of non-stationary sinusoidal modeling, this paper introduces the generalization of the derivative method (presented at the first DAFx edition) for the analysis stage. This new method is then compared to the reassignment method for the estimation of all the parameters of the model (phase, amplitude, frequency, amplitude modulation, and frequency modulation), and to the CramérRao bounds. It turns out that the new method is less biased, and thus outperforms the reassignment method in most cases for signalto-noise ratios greater than −10dB.
منابع مشابه
Some New Methods for Prediction of Time Series by Wavelets
Extended Abstract. Forecasting is one of the most important purposes of time series analysis. For many years, classical methods were used for this aim. But these methods do not give good performance results for real time series due to non-linearity and non-stationarity of these data sets. On one hand, most of real world time series data display a time-varying second order structure. On th...
متن کاملSinusoidal Parameter Extraction and Component Selection in a Non Stationary Model
In this paper, we introduce a new analysis technique particularly suitable for the sinusoidal modeling of non-stationary signals. This method, based on amplitude and frequency modulation estimation, aims at improving traditional Fourier parameters and enables us to introduce a new peak selection process, so that only peaks having coherent parameters are considered in subsequent stages (e.g. par...
متن کاملDistribution Derivative Method for Generalised Sinusoid with Complex Amplitude Modulation
The most common sinusoidal models for non-stationary analysis represent either complex amplitude modulated exponentials with exponential damping (cPACED) or log-amplitude/frequency modulated exponentials (generalised sinusoids), by far the most commonly used modulation function being polynomials for both signal families. Attempts to tackle a hybrid sinusoidal model, i.e. a generalised sinusoid ...
متن کاملA new adaptive exponential smoothing method for non-stationary time series with level shifts
Simple exponential smoothing (SES) methods are the most commonly used methods in forecasting and time series analysis. However, they are generally insensitive to non-stationary structural events such as level shifts, ramp shifts, and spikes or impulses. Similar to that of outliers in stationary time series, these non-stationary events will lead to increased level of errors in the forecasting pr...
متن کاملComparison of Non-stationary Sinusoid Estimation Methods Using Reassignment and Derivatives
In this paper, three state of the art non-stationary sinusoidal analysis methods based on Fourier transform (FT) are compared the derivative method, reassignment and generalized reassignment. 1 The derivative method and reassignment were designed to analyze linear log-AM/linear FM sinusoids. Generalized reassignment can analyze sinusoids containing arbitrary order modulations, however the discu...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2008