Publication result detail

Error of the signal cyclic component period estimation using AR model

ŠEBESTA, V.; MARŠÁLEK, R.

Original Title

Error of the signal cyclic component period estimation using AR model

English Title

Error of the signal cyclic component period estimation using AR model

Type

Paper in proceedings (conference paper)

Original Abstract

This paper deals with a method for the estimation of the signal cyclic components period using an autoregressive model. The properties of the method are explored and quantified in the case of its application to short sample size signals. A number of computer experiments has been performed using the harmonic signal corrupted by noise and the autoregressive model of the second order. The results of the experiments are represented in the graphical form. It could be noticed that the mean value of the errors could result to significant values while the variance of the error is generally almost negligible.

English abstract

This paper deals with a method for the estimation of the signal cyclic components period using an autoregressive model. The properties of the method are explored and quantified in the case of its application to short sample size signals. A number of computer experiments has been performed using the harmonic signal corrupted by noise and the autoregressive model of the second order. The results of the experiments are represented in the graphical form. It could be noticed that the mean value of the errors could result to significant values while the variance of the error is generally almost negligible.

Keywords

Autoregressive model, error, modified covariance method, period

Key words in English

Autoregressive model, error, modified covariance method, period

Authors

ŠEBESTA, V.; MARŠÁLEK, R.

RIV year

2012

Released

22.11.2011

ISBN

978-1-4577-1498-6

Book

2011 19th Telecommunications Forum (TELFOR) Proceedings of papers

Pages from

691

Pages to

694

Pages count

4

BibTex

@inproceedings{BUT74690,
  author="Vladimír {Šebesta} and Roman {Maršálek}",
  title="Error of the signal cyclic component period estimation using AR model",
  booktitle="2011 19th Telecommunications Forum (TELFOR) Proceedings of papers",
  year="2011",
  pages="691--694",
  isbn="978-1-4577-1498-6"
}