2,493 research outputs found
Widely Linear State Space Filtering of Improper Complex Signals
Complex signals are the backbone of many modern applications, such as power systems, communication systems, biomedical sciences and military technologies. However, standard complex valued signal processing approaches are suited to only a subset of complex signals known as proper, and are inadequate of the generality of complex signals, as they do not fully exploit the available information. This is mainly due to the inherent blindness of the algorithms to the complete second order statistics of the signals, or due to under-modelling of the underlying system. The aim of this thesis is to provide enhanced complex valued, state space based, signal processing solutions for the generality of complex signals and systems.
This is achieved based on the recent advances in the so called augmented complex statistics and widely linear modelling, which have brought to light the limitations of conventional statistical complex signal processing approaches. Exploiting these developments, we propose a class of widely linear adaptive state space estimation techniques, which provide a unified framework and enhanced performance for the generality of complex signals, compared with conventional approaches. These include the linear and nonlinear Kalman and particle filters, whereby it is shown that catering for the complete second order information and system models leads to significant performance gains. The proposed techniques are also extended to the case of cooperative distributed estimation, where nodes in a network collaborate locally to estimate signals, under a framework that caters for general complex signals, as well as the cross-correlations between observation noises, unlike earlier solutions. The analysis of the algorithms are supported by numerous case studies, including frequency estimation in three phase power systems, DIFAR sonobuoy underwater target tracking, and real-world wind modeling and prediction.Open Acces
Detection of time reversibility in time series by ordinal patterns analysis
Time irreversibility is a common signature of nonlinear processes, and a
fundamental property of non-equilibrium systems driven by non-conservative
forces. A time series is said to be reversible if its statistical properties
are invariant regardless of the direction of time. Here we propose the Time
Reversibility from Ordinal Patterns method (TiROP) to assess time-reversibility
from an observed finite time series. TiROP captures the information of scalar
observations in time forward, as well as its time-reversed counterpart by means
of ordinal patterns. The method compares both underlying information contents
by quantifying its (dis)-similarity via Jensen-Shannon divergence. The
statistic is contrasted with a population of divergences coming from a set of
surrogates to unveil the temporal nature and its involved time scales. We
tested TiROP in different synthetic and real, linear and non linear time
series, juxtaposed with results from the classical Ramsey's time reversibility
test. Our results depict a novel, fast-computation, and fully data-driven
methodology to assess time-reversibility at different time scales with no
further assumptions over data. This approach adds new insights about the
current non-linear analysis techniques, and also could shed light on
determining new physiological biomarkers of high reliability and computational
efficiency.Comment: 8 pages, 5 figures, 1 tabl
Forecasting high waters at Venice Lagoon using chaotic time series analisys and nonlinear neural netwoks
Time series analysis using nonlinear dynamics systems theory and multilayer neural networks models have been applied to the time sequence of water level data recorded every hour at 'Punta della Salute' from Venice Lagoon during the years 1980-1994. The first method is based on the reconstruction of the state space attractor using time delay embedding vectors and on the characterisation of invariant properties which define its dynamics. The results suggest the existence of a low dimensional chaotic attractor with a Lyapunov dimension, DL, of around 6.6 and a predictability between 8 and 13 hours ahead. Furthermore, once the attractor has been reconstructed it is possible to make predictions by mapping local-neighbourhood to local-neighbourhood in the reconstructed phase space. To compare the prediction results with another nonlinear method, two nonlinear autoregressive models (NAR) based on multilayer feedforward neural networks have been developed. From the study, it can be observed that nonlinear forecasting produces adequate results for the 'normal' dynamic behaviour of the water level of Venice Lagoon, outperforming linear algorithms, however, both methods fail to forecast the 'high water' phenomenon more than 2-3 hours ahead.Publicad
Power Spectra of X-ray Binaries
The interpretation of Fourier spectra in the time domain is critically
examined. Power density spectra defined and calculated in the time domain are
compared with Fourier spectra in the frequency domain for three different types
of variability: periodic signals, Markov processes and random shots. The power
density spectra for a sample of neutron stars and black hole binaries are
analyzed in both the time and the frequency domains. For broadband noise, the
two kinds of power spectrum in accreting neutron stars are usually consistent
with each other, but the time domain power spectra for black hole candidates
are significantly higher than corresponding Fourier spectra in the high
frequency range (10--1000 Hz). Comparing the two kinds of power density spectra
may help to probe the intrinsic nature of timing phenomena in compact objects.Comment: 21 pages, 10 figures, to appear in Astrophysical Journa
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