On discrete Fourier spectrum of a harmonic with random frequency modulation

• Autorzy: Waldemar Popiński
• Języki publikacji: EN

Abstrakty

EN

Asymptotic properties of the Discrete Fourier Transform spectrum of a complex monochromatic oscillation with frequency randomly distorted at the observation times t=0,1,..., n-1 by a series of independent and identically distributed fluctuations is investigated. It is proved that the second moments of the spectrum at the discrete Fourier frequencies converge uniformly to zero as n → ∞ for certain frequency fluctuation distributions. The observed effect occurs even for frequency fluctuations with magnitude arbitrarily small in comparison to the original oscillation frequency.

Kategorie tematyczne

• 62M15: Spectral analysis
• 62F12: Asymptotic properties of estimators

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 2013
• Tom: 40
• Numer: 1
• Strony: 99-108

Daty

wydano

2013

Twórcy

autor

Waldemar Popiński

• Space Research Centre, Polish Academy of Sciences, Bartycka 18a, 00-716 Warszawa, Poland

Identyfikatory

DOI

10.4064/am40-1-6