ON THE LIMITS OF SPECTRAL METHODS FOR FREQUENCY ESTIMATION

DOI10.1142/S0218127404010503MaRDI QIDQ4655679zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Axel G. Rossberg

Publication date 8 March 2005

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/physics/0203081

zbMATH Keywords

Frequencyfrequency measurementperiodogramspectral estimation

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10)

Abstract: An algorithm is presented which generates pairs of oscillatory random time series which have identical periodograms but differ in the number of oscillations. This result indicate the intrinsic limitations of spectral methods when it comes to the task of measuring frequencies. Other examples, one from medicine and one from bifurcation theory, are given, which also exhibit these limitations of spectral methods. For two methods of spectral estimation it is verified that the particular way end points are treated, which is specific to each method, is, for long enough time series, not relevant for the main result.

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Cites work

• Confidence Regions for Spectral Peak Frequencies
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• Phase synchronization of chaotic oscillators by external driving
• Time series: theory and methods.

Cited in

(6)

• On spectral and root forms of sinusoidal frequency estimators
• Synthesis of a recognition algorithm of a measurement spectrum with heightened frequency selectivity
• On nonachievable frequency domain specifications in SISO feedback control systems
• On Estimating Multimodal Spectra of Time Series
• Non-spectral frequency indicators
• A Frequency Measure Robust to Linear Filtering

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