Criterion of Significance Level for Selection of Order of Spectral Estimation of Entropy Maximum
- Авторлар: Savchenko V.1, Savchenko A.2
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Мекемелер:
- Nizhny Novgorod State Linguistic University
- National Research University Higher School of Economics
- Шығарылым: Том 62, № 5 (2019)
- Беттер: 223-231
- Бөлім: Article
- URL: https://journals.rcsi.science/0735-2727/article/view/177312
- DOI: https://doi.org/10.3103/S0735272719050042
- ID: 177312
Дәйексөз келтіру
Аннотация
It is researched a wide class of parametric estimations of power spectral density based on principle of entropy maximum and autoregression observation model. At that there is distinguished the key parameter which is used model order. It is considered a problem of a priori uncertainty when true value of order is a priori unknown. It is proposed a new criterion for definition of order using finite sampling volume with purpose of overcome of the drawbacks of existing algorithms in conditions of small sampling. The principle of guaranteed significance level in a problem of complex statistic hypothesis verification is a basic principle of this criterion. In contrast to criteria of AIC, BIC, etc. this criterion is not related to determination of measurements inaccuracy, since it uses a conception of “significance level” of formed solution only. The efficiency of proposed criterion is researched theoretically and experimentally. An example of its application in a problem of spectral analysis of voice signals is considered. Recommendations about its practical application in the systems of digital signal processing are given.
Авторлар туралы
V. Savchenko
Nizhny Novgorod State Linguistic University
Хат алмасуға жауапты Автор.
Email: vvsavchenko@yandex.ru
Ресей, Nizhny Novgorod
A. Savchenko
National Research University Higher School of Economics
Хат алмасуға жауапты Автор.
Email: avsavchenko@hse.ru
Ресей, Nizhny Novgorod