Computer Science – Computational Engineering – Finance – and Science
Scientific paper
2007-07-02
Computer Science
Computational Engineering, Finance, and Science
7 pages, 8 figures. Extended version of presentation in the conferences IMTC-2007
Scientific paper
The method of location and spectral estimation of weak signals on a noise background is being considered. The method is based on the optimized on order and noise dispersion autoregressive model of a sought signal. A new approach of model order determination is being offered. Available estimation of the noise dispersion is close to the real one. The optimized model allows to define function of empirical data spectral and dynamic features changes. The analysis of the signal as dynamic invariant in respect of the linear shift transformation yields the function of model consistency. Use of these both functions enables to detect short-time and nonstationary wave packets at signal to noise ratio as from -20 dB and above.
Bunyak O.
Bunyak Yu.
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