There is a close analogy between empirical distributions of i.i.d. random variables and normalized spectral distributions of widesense stationary processes. Herein we make use of this analogy to develop nonparametric comparisons of two spectral distributions and nonparametric tests of stationarity versus change-point alternatives via spectral analysis of a time series. © 2006 Elsevier B.V. All ...

Aims. The paper presents the timing and spectral analysis of several observations of the Crab pulsar performed with INTEGRAL in the energy range 3-500 keV. Methods. All these observations, when summed together provide a high statistics data set which can be used for accurate phase resolved spectroscopy. A detailed study of the pulsed emission at different phase intervals is performed. Results. ...

Periodogram ordinates of a Gaussian white-noise computed at Fourier frequencies are well known to form an i.i.d. sequence. This is no longer true in the non-Gaussian case. In this paper, we develop a full theory for weighted sums of non-linear functionals of the periodogram of an i.i.d. sequence. We prove that these sums are asymptotically Gaussian under conditions very close to those which are...

Online estimation of the frequencies of a signal which is the sum of sinusoidals with unknown amplitudes, frequencies and phases is made through yet another well-known and simple system theoretical tool—adaptive identifiers. Convergence of the proposed estimator is proved. The new frequency estimator is of 3 order, as compared to the order 5 1 resulting from Marino–Tomei observers. Results are ...

A new method for eliminating parameter drift in parameter estimation problems is proposed. Existing methods for eliminating parameter drift work either on a limited time horizon, restricts the parameter estimates to a range that has to be determined a priori, or introduces bias in the parameter estimates which will degrade steady state performance. The idea of the new method is to apply leakage...

Laughter is a nonverbal vocalization that occurs often in speech communication. Since laughter is produced by the speech production mechanism, spectral analysis methods are used mostly for the study of laughter acoustics. In this paper the significance of excitation features for discriminating laughter and speech is discussed. New features describing the excitation characteristics are used to a...

The two distinct sound sources comprising voiced frication, voicing and frication, interact. One effect is that the periodic source at the glottis modulates the amplitude of the frication source originating in the vocal tract above the constriction. Voicing strength and modulation depth for frication noise were measured for sustained English voiced fricatives using high-pass filtering, spectral...

Robust estimation of power spectra, coherences, and transfer functions is investigated in the context of geophysical data processing. The methods described are frequency-domain extensions of current techniques from the statistical iterature and are applicable in cases where section-averaging methods would be used with data that are contaminated by local nonstationarity or isolated outliers. The...

We investigate a modification in the action of inflaton due to noncommutativity leads to a nonstandard initial vacuum and oscillatory corrections in the initial power spectrum. We show that the presence of these oscillations causes a drop in the WMAP χ2 about ∆χ2 ∼ 8.5. As a bonus, from the parameter estimation done in this work, we show that the noncommutative parameters can be precisely bound...

In the context of spectral estimation, this paper examines the use of an ‘orthonormal basis’ wherein prior knowledge (in the form of fixed poles) may be incorporated in the solution and FIR structures are then seen as a special case of implicitly involving prior knowledge of all poles at the origin. The main technical results are ones that quantify the accuracy of the resulting spectral estimat...