Signal Extraction for Nonstationary Time Series with Diverse Sampling Rules

2017 ◽  
Vol 9 (1) ◽  
Author(s):  
Thomas Trimbur ◽  
Tucker McElroy
Keyword(s):  
Time Series ◽  
Low Frequency ◽  
Accurate Method ◽  
Signal Extraction ◽  
Signal Estimation ◽  
Discrete Observations ◽  
Straightforward Method ◽  
Low Pass ◽  
Simulated Series ◽  
Low Pass Filters

AbstractThis paper presents a flexible framework for signal extraction of time series measured as stock or flow at diverse sampling frequencies. Our approach allows for a coherent treatment of series across diverse sampling rules, a deeper understanding of the main properties of signal estimators and the role of measurement, and a straightforward method for signal estimation and interpolation for discrete observations. We set out the essential theoretical foundations, including a proof of the continuous-time Wiener-Kolmogorov formula generalized to nonstationary signal or noise. Based on these results, we derive a new class of low-pass filters that provide the basis for trend estimation of stock and flow time series. Further, we introduce a simple and accurate method for low-frequency signal estimation and interpolation in discrete samples, and examine its properties for simulated series. Illustrations are given on economic data.

Low-frequency compensation of FDNR low-pass filters

1972 ◽  
Vol 60 (4) ◽  
pp. 444-445 ◽  
Author(s):  
L.T. Bruton ◽  
R.T. Pederson ◽  
D.H. Treleaven
Keyword(s):  
Low Frequency ◽  
Frequency Compensation ◽  
Low Pass ◽  
Low Pass Filters

scholarly journals VISUAL ANALYSIS OF RECURRENCE OF TIME SERIES OF THE COORDINATES ENU IN THE GPS STATIONS

2018 ◽  
Vol 24 (4) ◽  
pp. 470-484
Author(s):  
Alfonso Tierra ◽  
Rubén León ◽  
Alexis Tinoco-S ◽  
Carolina Cañizares ◽  
Marco Amores ◽  
...  
Keyword(s):  
Time Series ◽  
Continuous Monitoring ◽  
Visual Analysis ◽  
Finite Impulse Response ◽  
Satellite System ◽  
Nearest Neighbours ◽  
Low Pass ◽  
Global Navigation Satellite ◽  
Low Pass Filters ◽  
Content Information

Abstract The time series content information about the dynamic behavior of the system under study. This behavior could be complex, irregular and no lineal. For this reason, it is necessary to study new models that can solve this dynamic more satisfactorily. In this work a visual analysis of recurrence from time series of the coordinate’s variation ENU (East, North, Up) will be made. This analysis was obtained from nine continuous monitoring stations GPS (Global Navigation Satellite System); the intention is to study their behavior, they belong to the Equatorian GPS Network that materializes the reference system SIRGAS - ECUADOR. The presence of noise in the observations was reduced using digital low pass filters with Finite Impulse Response (FIR). For these series, the time delay was determined using the average mutual information, and for the minimum embedding dimension the False Nearest Neighbours (FNN) method was used; the purpose is to obtain the recurrent maps of each coordinates. The results of visual analysis show a strong tendency, especially in the East and North coordinates, while the Up coordinates indicate discontinued, symmetric and periodic behavior.

Required Data Collection Times for Steady and Quasi-steady Experiments

2017 ◽  
Author(s):  
Robert F. Roddy ◽  
David E. Hess
Keyword(s):  
High Frequency ◽  
Low Frequency ◽  
Frequency Noise ◽  
Surface Ship ◽  
System A ◽  
Low Pass ◽  
Collection Period ◽  
Almost All ◽  
Low Pass Filters

One of the requirements in performing steady or quasi-steady experiments is the determination of adequate collection times so that the data will not be biased due to low frequency energy in the data stream. Since virtually all steady experiments run at DTMB have low pass filters in line with the signal conditioning, high frequency noise is not a consideration in determining the required collection times. At both EMB and DTMB almost all of the surface ship drag measurements were made using gravity type balances until about 1970. These balances used both springs and dampers to modify the natural frequency of the system so that a good average model drag could be determined in a 5-6 sec collection period. Submarine model experiments began using block gages to measure drag beginning in the late 1950's. For these experiments crude methods were used to damp the output data but, to the author’s knowledge, no methods were ever put into place that was analogous to the springs and damper system. A method for determining the required collection times for any steady or quasi-steady experiment is presented along with sample cases showing the necessity for, and the utility of, using such a method.

scholarly journals Low-pass filters and differential tympanal tuning in a paleotropical bushcricket with an unusually low frequency call

2012 ◽  
Vol 216 (5) ◽  
pp. 777-787 ◽  
Author(s):  
K. Rajaraman ◽  
N. Mhatre ◽  
M. Jain ◽  
M. Postles ◽  
R. Balakrishnan ◽  
...  
Keyword(s):  
Low Frequency ◽  
Low Pass ◽  
Low Pass Filters

A METHOD OF INCREASING THE IMMUNITY OF A SYSTEM FOR DETECTING, RECOGNIZING AND LOCALIZING DIGITAL SIGNALS IN THE INFORMATION SYSTEMS

2019 ◽  
pp. 90-104
Author(s):  
O. Laptev ◽  
V. Sobchuk ◽  
V. Savchenko
Keyword(s):  
Information Systems ◽  
Information Acquisition ◽  
Noise Immunity ◽  
Low Frequency ◽  
Correlation Coefficients ◽  
Rectangular Pulse ◽  
Interference Signal ◽  
Useful Signal ◽  
Low Pass ◽  
Low Pass Filters

In the process of detection, recognition, and localization of the single means of silent retrieval of information in information systems, the urgent issue is the increase of noise immunity. The article explores the features of using low-pass filters with a quadratic and linear response dependence on the input signal. It is shown that the principle of operation of the filters is that the summation process is performed. In this case, the useful signal is summed coherently, and the interference signal is incoherent, that is, the useful signal increases, and the interference signal decreases. When exposed to inputs, linear and quadratic filters, a rectangular pulse that simulates the signal of modern digital non-voice information, the parameters necessary for use in the future, such as mathematical expectation, correlation coefficient, variance, root mean square, the ratio of signals to interference in temporal and spectral form. We have determined a payoff ratio that shows the efficiency of using low pass filters. The graphs of the envelope voltage at the output of the ideal bandpass filter when exposed to the input of a rectangular pulse - the signal of the means of silent information acquisition, with different duration. The filtration process was simulated at different correlation coefficients, which confirmed the possibility of signal isolation of the means of silent information acquisition by the method of determining the two-dimensional probability density of the interference signal and the background of the general signal. The process of increasing the noise immunity of the system as a whole is considered, it is proved that the increase of noise immunity by 23 % of the system of identification, recognition and localization of the means of silent retrieval of information is achieved by using, in the process of signal processing, narrow-band filters of low frequency.

New coaxial low-pass filters with ultra-wide and spurious free stopband

2021 ◽  
pp. 1-11
Author(s):  
Rousslan Goulouev ◽  
Colin McLaren ◽  
Marta Padilla Pardo
Keyword(s):  
Communication Systems ◽  
Design Method ◽  
Characteristic Impedance ◽  
Low Frequency ◽  
Transverse Magnetic ◽  
High Peak Power ◽  
Low Pass ◽  
Transverse Electromagnetic ◽  
Mode Tem ◽  
Low Pass Filters

Abstract Modern space communication systems often need high-power low-frequency (UHF, L-, S-, and C-band) low-pass filters (LPFs) with wide stopbands extending to Ka-band and beyond. Current design approaches frequently fail to meet these requirements completely. This paper proposes a new coaxial LPF concept and design methodology. The LPF consists of an array of cavity elements, which operate with transverse electromagnetic mode (TEM) and transverse magnetic (TM)-coupled resonances, and thus achieve a frequency response with a reflection zero at DC and transmission zeroes at targeted stopband locations. The design method is based on positioning the cavities in a quasi-periodic order, which efficiently spreads the transmission zeroes over the stopband, while keeping the characteristic impedance matched to the input/output interfaces over the passband. This design concept yields an ultra-wide, continuous and modal spurious-free stopband, while maintaining a low insertion loss, high peak power capacity, and low sensitivity to production tolerances.

Hilbert low-pass filter of non-stationary time sequence using analytical mode decomposition

2015 ◽  
Vol 23 (15) ◽  
pp. 2444-2469 ◽  
Author(s):  
Zuo-Cai Wang ◽  
Yu Xin ◽  
Jin-feng Xing ◽  
Wei-Xin Ren
Keyword(s):  
Cutoff Frequency ◽  
Low Frequency ◽  
Frequency Component ◽  
Sampling Frequency ◽  
Pass Filter ◽  
Low Pass Filter ◽  
Mode Decomposition ◽  
Low Pass ◽  
One Step ◽  
Low Pass Filters

In this paper, the recently developed analytical mode decomposition with a constant or time-varying cutoff frequency is extended into the decomposition of a non-stationary discrete time sequence. The discretization of the signal and the selection of the cutoff frequency may cause the failure of low frequency component extraction. In this study, to eliminate the effects of the signal discretization, the one-step, two-step, and four-step low-pass filters with cutoff frequencies are proposed. Based on the theoretical derivation, the previous one-step low-pass filter is effective only when the cutoff frequency is not greater than a quarter of the sampling frequency and the maximum frequency of the signal not greater than a half of the sampling frequency. In this study, if the cutoff frequency is less than or equal to a quarter of the sampling frequency, a two-step low-pass filter is proposed to extract the low frequency component. If the cutoff frequency is greater than a quarter of the sampling frequency, a four-step low-pass filter with frequency shifting process is proposed. When the time-varying cutoff frequency is not always larger than or less than a quarter of the sampling frequency, a sufficient condition, which is the sampling frequency is greater than four times of the maximum frequency of the signal component, is provided in this study. Two numerical examples are used to validate the effectiveness of the proposed low-pass filters. Both the theoretic derivation and numerical simulations show that the proposed filters can analytical extract the discrete low frequency component with an appropriate cutoff frequency.

Review Compact Microwave Filter for Harmonic Rejection

2015 ◽  
Vol 793 ◽  
pp. 286-291
Author(s):  
Liew Hui Fang ◽  
Syed Idris Syed Hassan ◽  
Fareq Malek ◽  
Yufridin Wahab ◽  
Nurhakimah Mohd Mukhtar
Keyword(s):  
High Performance ◽  
Low Frequency ◽  
Microwave Filters ◽  
Microwave Filter ◽  
Harmonic Rejection ◽  
Microstrip Filters ◽  
Low Pass ◽  
Lumped Elements ◽  
Low Pass Filters ◽  
Distributed Elements

An investigation of the several different techniques and method have been suggested in the design of compact microwave filters for the realization of high performance output micromachined microstrip low pass filters and highest attenuation loss is presented in this paper. It is shown that the basis for much fundamental microwave filter theory lies in the real of lumped-element filters, which lumped elements suffers for not suitable use in high frequency, because wavelength will decrease to short and the only distributed elements can practically well and the lumped elements circuit and work efficiently at low frequency or vice versa wavelength of distributed elements become too larger. In this paper, a review of numerous methods of design compact microstrip filters that have been offered over the last years is proposed, including a discussion of topologies and the structures used to make compactness size of microwave filters.

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