A Frequency Measure Robust to Linear Filtering

DOI10.1143/PTP.112.907MaRDI QIDQ4665708zbMATH OpenOpenAlexWikidataFDO

Authors Axel G. Rossberg

Publication date 11 April 2005

Published in Progress of Theoretical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/nlin/0305038

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Inference from stochastic processes (62M99)

Abstract: A definition of frequency (cycles per unit-time) based on an approximate reconstruction of the phase-space trajectory of an oscillator from a signal is introduced. It is shown to be invariant under linear filtering, and therefore inaccessible by spectral methods. The effect of filtering on frequency in cases where this definition does not perfectly apply is quantified.

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