Discrete Chi-square Method for Detecting Many Signals

02/10/2020
by   Lauri Jetsu, et al.
0

Unambiguous detection of signals superimposed on unknown trends is difficult for unevenly spaced data. Here, we formulate the Discrete Chi-square Method (DCM) that can determine the best model for many signals superimposed on arbitrary polynomial trends. DCM minimizes the Chi-square for the data in the multi-dimensional tested frequency space. The required number of tested frequency combinations remains manageable, because the method test statistic is symmetric in this tested frequency space. With our known tested constant frequency grid values, the non-linear DCM model becomes linear, and all results become unambiguous. We test DCM with simulated data containing different mixtures of signals and trends. DCM gives unambiguous results, if the signal frequencies are not too close to each other, and none of the signals is too weak. It relies on brute computational force, because all possible free parameter combinations for all reasonable linear models are tested. DCM works like winning a lottery by buying all lottery tickets. Anyone can reproduce all our results with the DCM computer code.

READ FULL TEXT
research
04/25/2021

Frequency Superposition – A Multi-Frequency Stimulation Method in SSVEP-based BCIs

The steady-state visual evoked potential (SSVEP) is one of the most wide...
research
05/08/2019

On recoverability of finite traces of square-summable sequences

The paper investigates recoverability of infinite sequences (discrete ti...
research
10/27/2022

Simultaneous off-the-grid learning of mixtures issued from a continuous dictionary

In this paper we observe a set, possibly a continuum, of signals corrupt...
research
10/03/2022

Convolutional networks inherit frequency sensitivity from image statistics

It is widely acknowledged that trained convolutional neural networks (CN...
research
12/07/2022

Multi-Randomized Kaczmarz for Latent Class Regression

Linear regression is effective at identifying interpretable trends in a ...
research
05/21/2020

On the number of frequency hypercubes F^n(4;2,2)

A frequency n-cube F^n(4;2,2) is an n-dimensional 4×⋯× 4 array filled by...
research
05/01/2018

Topological Data Analysis for True Step Detection in Piecewise Constant Signals

This paper introduces a simple yet powerful approach based on topologica...

Please sign up or login with your details

Forgot password? Click here to reset