Asymptotical Separation of Harmonics by Singular Spectrum Analysis

IF 0.4 Q4 MATHEMATICS
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引用次数: 0

Abstract

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 x0, …, \({{x}_{{N - 1}}}\) with xn = \(\sum\nolimits_{i = 1}^r {{{f}_{{i,n}}}} \) , where \({{f}_{{i,n}}}\) = \({{b}_{i}}\cos ({{\omega }_{i}}n + {{\gamma }_{i}})\) and both amplitudes |bi| and frequencies ωi ∈ (0, 1/2) are pairwise different, are considered. Then, as is proved in this study, under some relationship between amplitudes |bi| and the choice of standard SSA parameters, the so-called reconstructed values \({{\tilde {f}}_{{i,n}}}\) prove to be very close to \({{f}_{{i,n}}}\) for large N. Moreover, \({{\max }_{n}}\left( {\left| {{{{\tilde {f}}}_{{i,n}}} - {{f}_{{i,n}}}} \right|} \right)\) \(O({{N}^{{ - 1}}})\) for any i, if N → ∞.

用奇异频谱分析法渐近分离谐波
摘要 本文致力于通过奇异谱分析(SSA)研究谐波线性组合中不同项渐近可分性的充分条件。即,数列 x0, ..., \({{x}_{{N - 1}}}) with xn = \(\sum\nolimits_{i = 1}^r {{f}_{i,n}}}} \) , 其中 \({{f}_{i、n}}}\) = {{b}_{i}}cos ({{\omega }_{i}}n + {{\gamma }_{i}})\),并且振幅 |bi| 和频率 ωi∈ (0, 1/2) 是成对不同的。然后,正如本研究中所证明的,在振幅 |bi| 和标准 SSA 参数选择之间的某种关系下,所谓的重建值 \({{\tilde {f}}_{{i,n}}}\) 在大 N 条件下非常接近 \({{f}_{i,n}}}\)。此外,如果 N → ∞,对于任意 i,\({{max }_{n}}left( {\left| {{{{\tilde {f}}}_{{i,n}}} - {{f}_{{i,n}}}} \right|} \right)\) =\(O({{N}^{{ - 1}})}})。
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来源期刊
CiteScore
0.70
自引率
50.00%
发文量
44
期刊介绍: Vestnik St. Petersburg University, Mathematics  is a journal that publishes original contributions in all areas of fundamental and applied mathematics. It is the prime outlet for the findings of scientists from the Faculty of Mathematics and Mechanics of St. Petersburg State University. Articles of the journal cover the major areas of fundamental and applied mathematics. The following are the main subject headings: Mathematical Analysis; Higher Algebra and Numbers Theory; Higher Geometry; Differential Equations; Mathematical Physics; Computational Mathematics and Numerical Analysis; Statistical Simulation; Theoretical Cybernetics; Game Theory; Operations Research; Theory of Probability and Mathematical Statistics, and Mathematical Problems of Mechanics and Astronomy.
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