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  • 1
    Monograph available for loan
    Monograph available for loan
    Upper Saddle River, NJ [u.a.] : Prentice Hall
    Call number: PIK M 311-09-0009
    Type of Medium: Monograph available for loan
    Pages: XVIII, 319 S. : graph. Darst.
    ISBN: 0132584190
    Location: A 18 - must be ordered
    Branch Library: PIK Library
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  • 2
    Publication Date: 2024-03-06
    Description: The groundwater pressure response to the ubiquitous Earth and atmospheric tides provides a largely untapped opportunity to passively characterize and quantify subsurface hydro-geomechanical properties. However, this requires reliable extraction of closely spaced harmonic components with relatively subtle amplitudes but well-known tidal periods from noisy measurements. The minimum requirements for the suitability of existing groundwater records for analysis are unknown. This work systematically tests and compares the ability of two common signal processing methods, the discrete Fourier transform (DFT) and harmonic least squares (HALS), to extract harmonic component properties. First, realistic conditions are simulated by analyzing a large number of synthetic data sets with variable sampling frequencies, record durations, sensor resolutions, noise levels and data gaps. Second, a model of two real-world data sets with different characteristics is validated. The results reveal that HALS outperforms the DFT in all aspects, including the ability to handle data gaps. While there is a clear trade-off between sampling frequency and record duration, sampling rates should not be less than six samples per day and records should not be shorter than 20 days when simultaneously extracting tidal constituents. The accuracy of detection is degraded by increasing noise levels and decreasing sensor resolution. However, a resolution of the same magnitude as the expected component amplitude is sufficient in the absence of excessive noise. The results provide a practical framework to determine the suitability of existing groundwater level records and can optimize future groundwater monitoring strategies to improve passive characterization using tidal signatures.
    Description: H2020 Marie Sklodowska-Curie Actions http://dx.doi.org/10.13039/100010665
    Description: Swedish Research Council
    Keywords: ddc:551.49 ; Tidal subsurface analysis ; Tidal constituents ; Signal analysis ; Harmonic least squares ; Non-uniform sampling
    Language: English
    Type: doc-type:article
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  • 3
    Electronic Resource
    Electronic Resource
    Springer
    Circuits, systems and signal processing 12 (1993), S. 105-117 
    ISSN: 1531-5878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract The high-order Yule-Walker (HOYW) method of sinusoidal frequency estimation based on a singular value decomposition (SVD) is known to have excellent statistical performance. Here, we show that the SVD-based step of the HOYW method can be replaced by a computationally more convenient QR decomposition (QRD)-based step, without affecting the asymptotic properties of the frequency estimates.
    Type of Medium: Electronic Resource
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  • 4
    Electronic Resource
    Electronic Resource
    Springer
    Circuits, systems and signal processing 16 (1997), S. 349-362 
    ISSN: 1531-5878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract We propose a new algorithm for estimating the parameters of damped, undamped, or explosive sinusoidal signals. The algorithm resembles the MODE algorithm, which is commonly used for direction of arrival estimation in the array signal processing field. It is derived as a natural approximation to an asymptotically (high-SNR) optimal parameter estimator and has excellent statistical accuracy. Nevertheless, it is computationally simple and easy to implement. Numerical examples are included to illustrate the performance of the proposed method.
    Type of Medium: Electronic Resource
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  • 5
    Electronic Resource
    Electronic Resource
    Springer
    Circuits, systems and signal processing 17 (1998), S. 29-49 
    ISSN: 1531-5878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract Estimating the covariance sequence of a wide-sense stationary process is of fundamental importance in digital signal processing (DSP). A new method, which makes use of Fourier inversion of the Capon spectral estimates and is referred to as theCapon method, is presented in this paper. It is shown that the Capon power spectral density (PSD) estimator yields an equivalent autoregressive (AR) or autoregressive moving-average (ARMA) process; hence, theexact covariance sequence corresponsing to the Capon spectrum can be computed in a rather convenient way. Also, without much accuracy loss, the computation can be significantly reduced via an approximate Capon method that utilizes the fast Fourier transform (FFT). Using a variety of ARMA signals, we show that Capon covariance estimates are generally better than standard sample covariance estimates and can be used to improve performances in DSP applications that are critically dependent on the accuracy of the covariance sequence estimates.
    Type of Medium: Electronic Resource
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  • 6
    Electronic Resource
    Electronic Resource
    Springer
    Circuits, systems and signal processing 18 (1999), S. 169-181 
    ISSN: 1531-5878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract In this paper the Cramér-Rao bound (CRB) for a general nonparametric spectral estimation problem is derived under a local smoothness condition (more exactly, the spectrum is assumed to be well approximated by a piecewise constant function). Further-more, it is shown that under the aforementioned condition the Thomson method (TM) and Daniell method (DM) for power spectral density (PSD) estimation can be interpreted as approximations of the maximum likelihood PSD estimator. Finally the statistical efficiency of the TM and DM as nonparametric PSD estimators is examined and also compared to the CRB for autoregressive moving-average (ARMA)-based PSD estimation. In particular for broadband signals, the TM and DM almost achieve the derived nonparametric performance bound and can therefore be considered to be nearly optimal.
    Type of Medium: Electronic Resource
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  • 7
    Electronic Resource
    Electronic Resource
    Springer
    Circuits, systems and signal processing 8 (1989), S. 3-15 
    ISSN: 1531-5878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract This paper establishes the large-sample accuracy properties of two nonlinear least-squares estimators (NLSE) of sine-wave parameters: the basic NLSE, which ignores the possible correlation of the noise, and the optimal NLSE, which, besides the sine-wave parameters, also estimates the noise correlation (appropriately parametrized). It is shown that these two NLS estimators have thesame accuracy in large samples. This result provides complete justification for preferring the computationally less expensive basic NLSE over the “optimal” NLSE. Both estimators are shown to achieve the Cramér-Rao Bound (CRB) as the sample size increases. A simple explicit expression for the CRB matrix is provided, which should be useful in studying the performance of sine-wave parameter estimators designed to work in the colored-noise case.
    Type of Medium: Electronic Resource
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  • 8
    Electronic Resource
    Electronic Resource
    Springer
    Circuits, systems and signal processing 11 (1992), S. 443-454 
    ISSN: 1531-5878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract For large-array processing problems there is a need for decentralized methods that are computationally efficient. A decentralized variant of the MUSIC algorithm, proposed in the literature, is here analysed from a statistical viewpoint, assuming that a large number of snapshots is available. As intuitively expected, the centralized MUSIC algorithm is more accurate than both the local and decentralized versions of MUSIC. More surprisingly, the decentralized variant of MUSIC is not always more accurate than the local MUSIC estimates. The theoretical analysis is supported by numerical examples.
    Type of Medium: Electronic Resource
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  • 9
    Electronic Resource
    Electronic Resource
    Springer
    Circuits, systems and signal processing 14 (1995), S. 749-770 
    ISSN: 1531-5878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract The mean-square error (MSE) of Capon estimate of the directions-of-arrival (DOA) is established in the narrowband array processing case. An improved Capon-like DOA estimator is proposed and its MSE is studied as well. Performance comparisons between the standard and improved Capon DOA estimates, and between these two estimates and the linear prediction DOA estimate, are performed. It is concluded that the improved Capon-like method introduced in this paper provides more accurate DOA estimates in most cases.
    Type of Medium: Electronic Resource
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  • 10
    Electronic Resource
    Electronic Resource
    Springer
    Circuits, systems and signal processing 10 (1991), S. 327-342 
    ISSN: 1531-5878
    Source: Springer Online Journal Archives 1860-2000
    Topics: Electrical Engineering, Measurement and Control Technology
    Notes: Abstract This paper analyzes two direction-of-arrival (DOA) estimation algorithms used in the presence of multipath propagation and with very few snapshots. The conditional maximum likelihood (CML) algorithm and the method of direction estimation (MODE) are discussed. The estimates provided by these algorithms are shown to coincide for large number of snapshots or large signal-to-noise ratio. Necessary and sufficient conditions are derived for the algorithms to yield unique estimates. It is shown that their uniqueness conditions coincide with the minimal uniqueness condition on the array, that is independent of the algorithm used (if the array does not satisfy this minimal condition, no DOA estimation method can give unique estimates). Numerical examples are presented to demonstrate the theoretical results.
    Type of Medium: Electronic Resource
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