arXiv:1901.09167

Fast Periodicity Estimation and Reconstruction of hidden components from noisy periodic signal

Bharadwaj Aryasomayajula, Dibakar Sil, Sarbani Palit

제출 2019-01-26

원문 초록

Periodicity estimation from an arbitrary length noisy signal is computationally very costly. A recently developed Ramanujan Fat Dictionary is one of the ways to find the hidden components from an arbitrary length (non integral multiple of period) of the signal. This method suffers from high run time due to the lack of information about the period and effect of noise on the signal. We propose a new method that efficiently estimates the period of the signal and finding the hidden components thus becomes easy from it. Our method works well with significantly low SNR values and runs in O(n) time complexity, n being length of the signal. Comparision of run time analysis between our method for period estimation of a given signal and SVD method at various SNR values has been made and the corresponding hidden components are there by extracted by projecting onto the factor-Ramanujan Subspaces.

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