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https://dx.doi.org/10.48550/ar...
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On detecting harmonic oscillations

Authors: Juditsky, Anatoli, B.; Nemirovskii, Arkadii S.;

On detecting harmonic oscillations

Abstract

In this paper, we focus on the following testing problem: assume that we are given observations of a real-valued signal along the grid $0,1,\ldots,N-1$, corrupted by white Gaussian noise. We want to distinguish between two hypotheses: (a) the signal is a nuisance - a linear combination of $d_n$ harmonic oscillations of known frequencies, and (b) signal is the sum of a nuisance and a linear combination of a given number $d_s$ of harmonic oscillations with unknown frequencies, and such that the distance (measured in the uniform norm on the grid) between the signal and the set of nuisances is at least $��>0$. We propose a computationally efficient test for distinguishing between (a) and (b) and show that its "resolution" (the smallest value of $��$ for which (a) and (b) are distinguished with a given confidence $1-��$) is $\mathrm{O}(\sqrt{\ln(N/��)/N})$, with the hidden factor depending solely on $d_n$ and $d_s$ and independent of the frequencies in question. We show that this resolution, up to a factor which is polynomial in $d_n,d_s$ and logarithmic in $N$, is the best possible under circumstances. We further extend the outlined results to the case of nuisances and signals close to linear combinations of harmonic oscillations, and provide illustrative numerical results.

Published at http://dx.doi.org/10.3150/14-BEJ600 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)

Country
France
Related Organizations
Keywords

harmonic oscillations detection, [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST], FOS: Mathematics, Mathematics - Statistics Theory, Statistics Theory (math.ST), detection by convex optimization, detection in the presence of nuisance, 510, multiple hypothesis testing

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
2
Average
Average
Average
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