A Frequency Measure Robust to Linear Filtering

DOI10.1143/PTP.112.907zbMATH Open1062.62217arXivnlin/0305038OpenAlexW3102290109WikidataQ61883272 ScholiaQ61883272MaRDI QIDQ4665708FDOQ4665708

Authors: Axel G. Rossberg 

Publication date: 11 April 2005

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

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.

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

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Mathematics Subject Classification ID

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

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