A Simple Spectral Observer


Por: Torres, Lizeth, Jimenez-Cabas, Javier, Francisco Gomez-Aguilar, Jose, Perez-Alcazar, Pablo

Publicada: 1 jun 2018
Resumen:
The principal aim of a spectral observer is twofold: the reconstruction of a signal of time via state estimation and the decomposition of such a signal into the frequencies that make it up. A spectral observer can be catalogued as an online algorithm for time-frequency analysis because is a method that can compute on the fly the Fourier Transform (FT) of a signal, without having the entire signal available from the start. In this regard, this paper presents a novel spectral observer with an adjustable constant gain for reconstructing a given signal by means of the recursive identification of the coefficients of a Fourier series. The reconstruction or estimation of a signal in the context of this work means to find the coefficients of a linear combination of sines a cosines that fits a signal such that it can be reproduced. The design procedure of the spectral observer is presented along with the following applications: (1) the reconstruction of a simple periodical signal, (2) the approximation of both a square and a triangular signal, (3) the edge detection in signals by using the Fourier coefficients, (4) the fitting of the historical Bitcoin market data from 1 December 2014 to 8 January 2018 and (5) the estimation of a input force acting upon a Duffing oscillator. To round out this paper, we present a detailed discussion about the results of the applications as well as a comparative analysis of the proposed spectral observer vis-a-vis the Short Time Fourier Transform (STFT), which is a well-known method for time-frequency analysis.

Filiaciones:
Torres, Lizeth:
 Univ Nacl Autonoma Mexico, Inst Ingn, Catedras CONACYT, Ciudad De Mexico 04510, Mexico

Jimenez-Cabas, Javier:
 Univ Costa, Dept Ciencias Informat & Elect, Barranquilla, Colombia

Francisco Gomez-Aguilar, Jose:
 Tecnol Nacl Mexico, Catedras CONACYT, Ctr Nacl Invest & Desarrollo Tecnol, Cuernavaca 62490, Morelos, Mexico

Perez-Alcazar, Pablo:
 Univ Nacl Autonoma Mexico, Fac Ingn, Ciudad De Mexico 04510, Mexico
ISSN: 1300686X





Mathematical and Computational Applications
Editorial
Celal Bayar Universitesi, ST ALBAN-ANLAGE 66, CH-4052 BASEL, SWITZERLAND, Turquia
Tipo de documento: Article
Volumen: 23 Número: 2
Páginas:
WOS Id: 000483106300007