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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2008, Volume 48, Number 5, Pages 899–915 (Mi zvmmf144)  

This article is cited in 5 scientific papers (total in 5 papers)

A posteriori joint detection of reference fragments in a quasi-periodic sequence

A. V. Kel'manov, L. V. Mikhailova

Sobolev Institute of Mathematics, Siberian Branch, Russian Academy of Sciences, pr. Akademika Koptyuga 4, Novosibirsk, 630090, Russia
References:
Abstract: The problem of joint detection of quasi-periodic reference fragments (of given size) in a numerical sequence and its partition into segments containing series of recurring reference fragments is solved in the framework of the a posteriori approach. It is assumed that (i) the number of desired fragments is not known, (ii) an ordered reference tuple of sequences to be detected is given, (iii) the index of the sequence member 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 of 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. It is shown that the search for a maximum-likelihood hypothesis is equivalent to the search for arguments that minimize an auxiliary objective function. It is proved that the minimization problem for this function can be solved in polynomial time. An exact algorithm for its solution is substantiated. Based on the solution to an auxiliary extremum problem, an efficient a posteriori algorithm producing an optimal (maximum-likelihood) solution to the partition and detection problem is proposed. The results of numerical simulation demonstrate the noise stability of the algorithm.
Key words: numerical sequence, a posteriori processing, quasi-periodic fragment, optimal joint detection and partition, efficient algorithm.
Received: 20.10.2006
English version:
Computational Mathematics and Mathematical Physics, 2008, Volume 48, Issue 5, Pages 850–865
DOI: https://doi.org/10.1134/S0965542508050126
Bibliographic databases:
Document Type: Article
UDC: 519.7
Language: Russian
Citation: A. V. Kel'manov, L. V. Mikhailova, “A posteriori joint detection of reference fragments in a quasi-periodic sequence”, Zh. Vychisl. Mat. Mat. Fiz., 48:5 (2008), 899–915; Comput. Math. Math. Phys., 48:5 (2008), 850–865
Citation in format AMSBIB
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  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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