Frequency-Domain Analysis of Linear Time-Periodic Systems

In this paper, we study convergence of truncated representations of the frequency-response operator of a linear time-periodic system. The frequency-response operator is frequently called the harmonic transfer function. We introduce the concepts of input, output, and skew roll-off. These concepts are related to the decay rates of elements in the harmonic transfer function. A system with high input and output roll-off may be well approximated by a low-dimensional matrix function. A system with high skew roll-off may be represented by an operator with only few diagonals. Furthermore, the roll-off rates are shown to be determined by certain properties of Taylor and Fourier expansions of the periodic systems. Finally, we clarify the connections between the different methods for computing the harmonic transfer function that are suggested in the literature

Output frequency response function-based analysis for nonlinear Volterra systems

Analysis of nonlinear systems has been studied extensively. Based on some recently developed results, a new systematic approach to the analysis of nonlinear Volterra systems in the frequency domain is proposed in this paper, which provides a novel insight into the frequency domain analysis and design of nonlinear systems subject to a general input instead of only specific harmonic inputs using input-output experimental data. A general procedure to conduct an output frequency response function (OFRF) based analysis is given, and some fundamental results and techniques are established for this purpose. A case study for the analysis of a circuit system is provided to illustrate this new frequency domain method

Nonparametric frequency domain analysis of nonstationary multivariate time series

We analyse the properties of nonparametric spectral estimates when applied to long memory and trending nonstationary multiple time series. We show that they estimate consistently a generalized or pseudo-spectral density matrix at frequencies both close and away from the origin and we obtain the asymptotic distribution of the estimates. Using adequate data tapers this technique is consistent for observations with any degree of nonstationarity, including polynomial trends. We propose an estimate of the degree of fractional cointegration for possibly nonstationary series based on coherence estimates around zero frequency and analyse its finite sample properties in comparison with residual-based inference. We apply this new semiparametric estimate to an example vector time series.Publicad

Complex Independent Component Analysis of Frequency-Domain Electroencephalographic Data

Independent component analysis (ICA) has proven useful for modeling brain and electroencephalographic (EEG) data. Here, we present a new, generalized method to better capture the dynamics of brain signals than previous ICA algorithms. We regard EEG sources as eliciting spatio-temporal activity patterns, corresponding to, e.g., trajectories of activation propagating across cortex. This leads to a model of convolutive signal superposition, in contrast with the commonly used instantaneous mixing model. In the frequency-domain, convolutive mixing is equivalent to multiplicative mixing of complex signal sources within distinct spectral bands. We decompose the recorded spectral-domain signals into independent components by a complex infomax ICA algorithm. First results from a visual attention EEG experiment exhibit (1) sources of spatio-temporal dynamics in the data, (2) links to subject behavior, (3) sources with a limited spectral extent, and (4) a higher degree of independence compared to sources derived by standard ICA.Comment: 21 pages, 11 figures. Added final journal reference, fixed minor typo

Piecewise Volterra modelling of the Duffing oscillator in the frequency domain

When analysing the nonlinear Duffing oscillator, the weak nonlinearity is basically dependent on the amplitude range of the input excitation. The nonlinear differential equation models of such nonlinear oscillators, which can be transformed into the frequency domain, can generally only provide Volterra modelling and analysis in the frequency-domain over a fraction of the entire framework of weak nonlinearity. This paper discusses the problem of using a new non-parametric routine to extend the capability of Volterra analysis, in the frequency domain, to weakly nonlinear Duffing systems at a wider range of excitation amplitude range which the current underlying nonlinear differential equation models fail to address