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  • VSPG526

    Final published version, 448 KB, PDF document

DOI

The paper is devoted to studying the sufficient conditions for the asymptotical separability of distinct terms in the linear combination of harmonics by singular spectrum analysis (SSA). Namely, the series x_0, …, with
x_n =\sum_{i=1}^r b_i cos(\omega_i n + \gamma_i) where
both amplitudes |b_i| and frequencies
ω_i ∈ (0, 1/2) are pairwise different, are considered. Then, as is proved in this study, under some relationship between amplitudes |b_i| and the choice of standard SSA parameters, the so-called reconstructed values prove to be very close to for large N.
Translated title of the contributionАсимптотическая разделимость гармоник методом анализа сингулярного спектра
Original languageEnglish
Pages (from-to)720–735
Number of pages16
JournalVestnik of the St. Petersburg University: Mathematics
VolumeVol. 56
Issue number4
DOIs
StatePublished - Dec 2023

    Research areas

  • signal processing, singular spectral analysis, linear combination of harmonics, separability of harmonics, asymptotical analysis

ID: 115398106