Mixed Spectra for Stable Signals from Discrete Observations - BioME
Article Dans Une Revue Signal & Image Processing : An International Journal Année : 2021

Mixed Spectra for Stable Signals from Discrete Observations

Résumé

This paper concerns the continuous-time stable alpha symmetric processes which are inivitable in the modeling of certain signals with indefinitely increasing variance. Particularly the case where the spectral measurement is mixed: sum of a continuous measurement and a discrete measurement. Our goal is to estimate the spectral density of the continuous part by observing the signal in a discrete way. For that, we propose a method which consists in sampling the signal at periodic instants. We use Jackson's polynomial kernel to build a periodogram which we then smooth by two spectral windows taking into account the width of the interval where the spectral density is non-zero. Thus, we bypass the phenomenon of aliasing often encountered in the case of estimation from discrete observations of a continuous time process.
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Dates et versions

hal-03410648 , version 1 (04-03-2024)

Identifiants

Citer

Rachid Sabre. Mixed Spectra for Stable Signals from Discrete Observations. Signal & Image Processing : An International Journal, 2021, 12 (5), pp.21-44. ⟨10.5121/sipij.2021.12502⟩. ⟨hal-03410648⟩
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