On the asymptotical separation of linear signals from harmonics by singular spectrum analysis

DOI10.1134/S1063454122020157OpenAlexW4284880156MaRDI QIDQ2674747

N. V. Zenkova, V. V. Nekrutkin

Publication date: 14 September 2022

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1063454122020157

zbMATH Keywords

separabilitysignal processingasymptotical analysislinear signalsingular spectral analysis

Mathematics Subject Classification ID

Statistics (62-XX) Numerical linear algebra (65Fxx) Inference from stochastic processes (62Mxx)

Related Items (2)

Remark on the accuracy of recurrent forecasting in singular spectrum analysis ⋮ Asymptotical separation of harmonics by singular spectrum analysis

Uses Software

• CaterpillarSSA

Cites Work

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• Perturbation expansions of signal subspaces for long signals
• Two asymptotic approaches for the exponential signal and harmonic noise in singular spectrum analysis
• Singular spectrum analysis for time series

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