 Signal Optimal Smoothing by Means of Spectral AnalysisGuido Travaglini A chapter in Advances in Statistical Methodologies and Their Application to Real Problems from IntechOpen Abstract: This chapter introduces two new empirical methods for obtaining optimal smoothing of noise-ridden stationary and nonstationary, linear and nonlinear signals. Both methods utilize an application of the spectral representation theorem (SRT) for signal decomposition that exploits the dynamic properties of optimal control. The methods, named as SRT1 and SRT2, produce a low-resolution and a high-resolution filter, which may be utilized for optimal long- and short-run tracking as well as forecasting devices. Monte Carlo simulation applied to three broad classes of signals enables comparing the dual SRT methods with a similarly optimized version of the well-known and reputed empirical Hilbert-Huang transform (HHT). The results point to a more satisfactory performance of the SRT methods and especially the second, in terms of low and high resolution as compared to the HHT for any of the three signal classes, in many cases also for nonlinear and stationary/nonstationary signals. Finally, all of the three methods undergo statistical experimenting on eight select real-time data sets, which include climatic, seismological, economic and solar time series. Keywords: signal analysis; white and colored noise; Monte Carlo simulation; time series properties; smoothing techniques (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:ito:pchaps:108108 DOI: 10.5772/66150 Access Statistics for this chapter More chapters in Chapters from IntechOpen |
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