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On frequency properties of covariance matrix and its' eigenvectors applied to polyharmonic time series analysis

Keywords:

V.V. Isakevich – Ph.D. (Eng.), Vladimir State University
D.V. Isakevich – Techn. Director, Businessoftservice. E-mail: voiceofhope@yandex.ru
L.V. Grunskaya – Ph.D., Professor, Vladimir State University. E-mail: grunsk@vlsu.ru
L.T. Sushkova – Ph.D., Proftssor, Vladimir State University
V.E. Lukyanov – Post-graduant Student, Vladimir State University


The standard approach of oscillation theory is applied to frequency properties of polyharmonic time series covariance matrix and it's multiplication to a polyharmonic vector. The dependance of the properties from the parameters (such as frame length, step and ensemble volume) is considered. The total influence of parameters to the analysis result and so to the analyser behavior is stated. The analyser output is classified into two main groups, that consist of the simple components (similar to a single harmonic oscillation) and complicated components (similar to periodicity and quasiharmonic oscillation). The characteristics are shown which may be laid into the basis of analyser construction.
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  2. Xarkevich A.A. Spektry' i analiz. URSS. Izd. 5-e. 2009.
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