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Method for comparison testing of parametric power spectrum estimates: spectral analysis via time series synthesis
https://doi.org/10.32446/0368-1025it.2023-6-56-62
Abstract
The task of comparison testing of a time series power spectrum parametric estimates is considered. It is shown that the key problem in solving it is the optimization of the parameters of spectral estimates under conditions of small samples of observations. To overcome this problem, it is proposed to use the system-wide concept of analysis through synthesis. Based on this concept, a regular method for comparison testing of parametric estimates of the power spectrum obtained from a time series of finite duration has been developed. Decisions in it are made based on the results of testing statistical hypotheses about the homogeneity of two samples: a finite empirical one, compiled based on the results of observations, and an infinite virtual one, mathematically synthesized according to each individual parametric estimate in the series of considered spectral alternatives. In this case, the criterion is the principle of minimum information discrepancy between samples according to Kullback-Leibler. An example of the practical application of the developed method in the problem of discrete spectral modeling of speech signals is presented. The ability of the method to identify patterns of unstable parametric estimates of the autoregressive type has been established. The results obtained are intended for use in the field of speech acoustics, as well as technical and medical diagnostics, where parametric methods of spectral analysis are increasingly being used in practice.
About the Author
V. V. Savchenko
National Research University Higher School of Economics
Russian Federation
Russian Federation
Vladimir V. Savchenko
Nizhniy Novgorod
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For citations:
Savchenko V.V. Method for comparison testing of parametric power spectrum estimates: spectral analysis via time series synthesis. Izmeritel`naya Tekhnika. 2023;(6):56-62. (In Russ.) https://doi.org/10.32446/0368-1025it.2023-6-56-62
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