A Simple Spectral Observer

Mathematical and Computational Applications

José Francisco Gómez-Aguilar¹  Lizeth Torres²  Javier Jiménez-Cabas³  Pablo Pérez-Alcazar⁴ 

[1] Cátedras CONACYT, Centro Nacional de Investigación y Desarrollo Tecnológico, Tecnológico Nacional de México, 62490 Cuernavaca, México;Cátedras CONACYT, Instituto de Ingeniería, Universidad Nacional Autónoma de México, 04510 Ciudad de México, México;Departamento de Ciencias de la Informática y Electrónica, Universidad de la Costa, Barranquilla, Colombia;Facultad de Ingeniería, Universidad Nacional Autónoma de México, 04510 Ciudad de México, México;

关键词: signal processing;    Fourier series;    state observer;    Short Time Fourier Transform;    time-frequency analysis;   

DOI  :  10.3390/mca23020023

来源: DOAJ

【 摘 要 】

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-à-vis the Short Time Fourier Transform (STFT), which is a well-known method for time-frequency analysis.

【 授权许可】

Unknown