RUS  ENG
Full version
JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 2024 Issue 12, Pages 49–69 (Mi at16474)

This article is cited in 2 papers

Stochastic Systems

Order statistics of the normalized spectral distribution for detecting weak signals in white noise

A. A. Galyaev, L. M. Berlin, P. V. Lysenko, V. G. Babikov

V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow

Abstract: This paper further develops the topic of the authors' previous research. In particular, order statistics of the discrete normalized spectral distribution of the additive white Gaussian noise are investigated to detect a deterministic useful signal in a noise mixture using information features. An additional relationship is established between the discrete spectral distribution of the single-window realization statistics of the white noise. Another novel result consists in exact formulas for calculating the mean and variance of normalized order statistics. Based on the analytical expressions derived, a new formula for calculating the spectral complexity is proposed and the already known one is refined. The theoretical results are verified by statistical simulation.

Keywords: order statistics, signal processing, Fourier transform, signal detection in noise.

Presented by the member of Editorial Board: B. M. Miller

Received: 08.09.2024
Revised: 08.10.2024
Accepted: 24.10.2024

DOI: 10.31857/S0005231024120039


 English version:
Automation and Remote Control, 2024, 85:12, 1041–1055


© Steklov Math. Inst. of RAS, 2025