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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2006 Volume 46, Number 1, Pages 172–189 (Mi zvmmf542)

This article is cited in 23 papers

Joint detection of a given number of reference fragments in a quasi-periodic sequence and its partition into segments containing series of identical fragments

A. V. Kel'manov, L. V. Mikhailova

Sobolev Institute of Mathematics, Siberian Division, Russian Academy of Sciences, pr. Akademika Koptyuga 4, Novosibirsk, 630090, Russia

Abstract: The problem of joint a posteriori detection of reference fragments in a quasi-periodic sequence and its partition into segments containing series of recurring fragments from the reference tuple is solved. It is assumed that (i) an ordered reference tuple of sequences to be detected is given, (ii) the number of desired fragments is known, (iii) the index of the sequence term corresponding to the beginning of a fragment is a deterministic (not random) value, and (iv) a sequence distorted by an additive uncorrelated Gaussian noise is available for observation. It is established that the problem consists in testing a set of hypotheses about the mean of a random Gaussian vector. The cardinality of the set grows exponentially as the vector dimension (i.e., the sequence length) increases. An efficient a posteriori algorithm producing a maximum-likelihood optimal solution to the problem is substantiated. Time and space complexity bounds related to the parameters of the problem are derived. The results of numerical simulation are presented.

Key words: numerical sequence, a posteriori noise-proof processing, quasi-periodic fragment, series, detecting, partitioning, effective algorithm.

UDC: 519.7

Received: 01.06.2004


 English version:
Computational Mathematics and Mathematical Physics, 2006, 46:1, 165–181

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