A. A. Galyaev, V. G. Babikov, P. V. Lysenko, L. M. Berlin
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A New Spectral Measure of Complexity and Its Capabilities for Detecting Signals in Noise
This article is devoted to the improvement of signal recognition methods based on information characteristics of the spectrum. A discrete function of the normalized ordered spectrum is established for a single window function included in the discrete Fourier transform. Lemmas on estimates of entropy, imbalance, and statistical complexity in processing a time series of independent Gaussian variables are proved. New concepts of one- and two-dimensional spectral complexities are proposed. The theoretical results were verified by numerical experiments, which confirmed the effectiveness of the new information characteristic for detecting a signal mixed with white noise at low signal-to-noise ratios.
期刊介绍:
Doklady Mathematics is a journal of the Presidium of the Russian Academy of Sciences. It contains English translations of papers published in Doklady Akademii Nauk (Proceedings of the Russian Academy of Sciences), which was founded in 1933 and is published 36 times a year. Doklady Mathematics includes the materials from the following areas: mathematics, mathematical physics, computer science, control theory, and computers. It publishes brief scientific reports on previously unpublished significant new research in mathematics and its applications. The main contributors to the journal are Members of the RAS, Corresponding Members of the RAS, and scientists from the former Soviet Union and other foreign countries. Among the contributors are the outstanding Russian mathematicians.