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A New Spectral Measure of Complexity and Its Capabilities for Detecting Signals in Noise

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

摘要

Abstract

This article is devoted to the improvement of signal recognition methods based on information characteristics of the spectrum. A discrete function of the normalized ordered spectrum is established for a single window function included in the discrete Fourier transform. Lemmas on estimates of entropy, imbalance, and statistical complexity in processing a time series of independent Gaussian variables are proved. New concepts of one- and two-dimensional spectral complexities are proposed. The theoretical results were verified by numerical experiments, which confirmed the effectiveness of the new information characteristic for detecting a signal mixed with white noise at low signal-to-noise ratios.