[go: up one dir, main page]

Skip to main content

The Exact Frequency Domain Solution for the Periodic Synchronous Averaging Performed in Discrete-Time

  • Conference paper
  • First Online:
Computational Statistics and Mathematical Modeling Methods in Intelligent Systems (CoMeSySo 2019 2019)

Abstract

This paper deals with the technique known as the periodic synchronous averaging. The exact analytical expression for the fast Fourier transform (FFT) representing the digital spectrum of the signal undergoing periodic synchronous averaging is derived using the general signal and spectral framework. This formula connects the coefficient of Fourier series of the original continuous-time signal with the FFT of the averaged sampled version taking into consideration all the effects such as difference between the true and averaging periods, the attenuation and the leakage. The results of the numerical simulation are presented for the case of periodic signal, which was chosen a train of triangle pulses, the spectrum of which possesses a closed form and whose Fourier series coefficients rapidly decrease with the index. The chosen example allows the authors to illustrate that the waveform of the recovered signal can vary significantly, despite a rather slight difference in values between the true and averaging periods. Another important effect emphasized in the presented paper is that overall distinction between the original and averaged signals measured by means of relative mean square error raises if the total observation length increases while the other parameters remains fixed.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Subscribe and save

Springer+ Basic
€32.70 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
EUR 29.95
Price includes VAT (France)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
EUR 85.59
Price includes VAT (France)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
EUR 105.49
Price includes VAT (France)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Similar content being viewed by others

References

  1. Shuster, A.: On the investigation of hidden periodicities with application to a supposed 26 day period of metrological phenomena. J. Geophys. Res. 3(1), 3–41 (1898)

    Google Scholar 

  2. Buys-Ballot, Les Changements Periodiques de Temperature, Utrecht (1847)

    Google Scholar 

  3. Javorskyj, I., Yuzefovych, R., Matsko, I., Zakrzewski, Z., Majewski, J.: Coherent covariance analysis of periodically correlated random processes for unknown non-stationarity period. Digit. Sig. Process. 65, 27–51 (2017). https://doi.org/10.1016/j.dsp.2017.02.013

    Article  MathSciNet  Google Scholar 

  4. Javorskyj, I., Yuzefovych, R., Matsko I., Zakrzewski, Z., Majewski, J.: Statistical analysis of periodically non-stationary oscillations for unknown period. In: Proceedings of 2017 MIXDES, Bydgoszcz, pp. 543–546 (2017). https://doi.org/10.23919/MIXDES.2017.8005271

  5. Javorskyj, I., Leśkow, J., Kravets, I., Isayev, I., Gajecka, E.: Linear filtration methods for statistical analysis of periodically correlated random processes – part i: coherent and component methods and their generalization. Sig. Process. 92(7), 1559–1566 (2012). https://doi.org/10.1016/j.sigpro.2011.09.030

    Article  MATH  Google Scholar 

  6. Javorskyj, I., Leśkow, J., Kravets, I., Isayev, I., Gajecka, E.: Linear filtration methods for statistical analysis of periodically correlated random processes – part ii: harmonic series representation. Sig. Process. 91(11), 2506–2519 (2011). https://doi.org/10.1016/j.sigpro.2011.04.031

    Article  MATH  Google Scholar 

  7. Fomby, T.B.: Buys Ballot Plots: Graphical Methods for Detecting Seasonality in Time Series (2008). http://faculty.smu.edu/tfomby/eco5375/data/season/buys%20ballot%20plots.pdf

  8. Iwueze, I.S., Nwogu, E.C., Johnson, O., Ajaraogu, J.C.: Uses of the Buys-Ballot table in time series analysis. Appl. Math. 2(5), 633–645 (2011). https://doi.org/10.4236/am.2011.25084

    Article  MathSciNet  Google Scholar 

  9. Gardner, W.A.: Statistical Spectral Analysis A Nonprobabilistic Theory. Prentice Hall, Upper Saddle River (1988)

    MATH  Google Scholar 

  10. Gardner, W.A., Napolitano, A., Paura, L.: Cyclostationarity: half a century of research. Sig. Process. 86(4), 639–697 (2006). https://doi.org/10.1016/j.sigpro.2005.06.016

    Article  MATH  Google Scholar 

  11. Hurd, H.L., Miamee, A.: Periodically Correlated Random Sequences: Spectral Theory and Practice. Wiley-Interscience (2007)

    Google Scholar 

  12. Shevgunov, T.: A comparative example of cyclostationary description of a non-stationary random process. J. Phys.: Conf. Ser. 1163, 012037 (2019). https://doi.org/10.1088/1742-6596/1163/1/012037

    Google Scholar 

  13. Efimov, E., Shevgunov, T., Kuznetsov, Y.: Time delay estimation of cyclostationary signals on PCB using spectral correlation function. In: Proceedings of Baltic URSI Symposium, Poznan, pp. 184–187 (2018). https://doi.org/10.23919/URSI.2018.8406726

  14. Shevgunov, T., Efimov, E., Zhukov, D.: Averaged absolute spectral correlation density estimator. In: Proceedings of Moscow Workshop on Electronic and Networking Technologies (MWENT), pp. 1–4 (2018). https://doi.org/10.1109/MWENT.2018.8337271

  15. Shevgunov, T., Efimov, E.: Software implementation of spectral correlation density analyzer with RTL2832U SDR and Qt framework. In: Advances in Intelligent Systems and Computing, vol. 764. Springer, Cham (2019). https://doi.org/10.1007/978-3-030-19813-8_18

    Google Scholar 

  16. Oppenheim, A.V., Schafer, R.W.: Digital Signal Processing, 2nd edn. Prentice Hall, Upper Saddle River (1999)

    MATH  Google Scholar 

  17. Marple Jr., S.L.: Digital Spectral Analysis: With Applications. Prentice Hall, Upper Saddle River (1987)

    Google Scholar 

Download references

Acknowledgement

The work was supported by state assignment of the Ministry of Education and Science of the Russian Federation (project 8.8502.2017/BP).

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Timofey Shevgunov .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2019 Springer Nature Switzerland AG

About this paper

Check for updates. Verify currency and authenticity via CrossMark

Cite this paper

Guschina, O., Shevgunov, T., Efimov, E., Kirdyashkin, V. (2019). The Exact Frequency Domain Solution for the Periodic Synchronous Averaging Performed in Discrete-Time. In: Silhavy, R., Silhavy, P., Prokopova, Z. (eds) Computational Statistics and Mathematical Modeling Methods in Intelligent Systems. CoMeSySo 2019 2019. Advances in Intelligent Systems and Computing, vol 1047. Springer, Cham. https://doi.org/10.1007/978-3-030-31362-3_17

Download citation

Publish with us

Policies and ethics