Cutoff frequencyIn physics and electrical engineering, a cutoff frequency, corner frequency, or break frequency is a boundary in a system's frequency response at which energy flowing through the system begins to be reduced (attenuated or reflected) rather than passing through. Typically in electronic systems such as filters and communication channels, cutoff frequency applies to an edge in a lowpass, highpass, bandpass, or band-stop characteristic – a frequency characterizing a boundary between a passband and a stopband.
Spectral densityThe power spectrum of a time series describes the distribution of power into frequency components composing that signal. According to Fourier analysis, any physical signal can be decomposed into a number of discrete frequencies, or a spectrum of frequencies over a continuous range. The statistical average of a certain signal or sort of signal (including noise) as analyzed in terms of its frequency content, is called its spectrum.
Instantaneous phase and frequencyInstantaneous phase and frequency are important concepts in signal processing that occur in the context of the representation and analysis of time-varying functions. The instantaneous phase (also known as local phase or simply phase) of a complex-valued function s(t), is the real-valued function: where arg is the complex argument function. The instantaneous frequency is the temporal rate of change of the instantaneous phase. And for a real-valued function s(t), it is determined from the function's analytic representation, sa(t): where represents the Hilbert transform of s(t).
Maximum entropy spectral estimationMaximum entropy spectral estimation is a method of spectral density estimation. The goal is to improve the spectral quality based on the principle of maximum entropy. The method is based on choosing the spectrum which corresponds to the most random or the most unpredictable time series whose autocorrelation function agrees with the known values. This assumption, which corresponds to the concept of maximum entropy as used in both statistical mechanics and information theory, is maximally non-committal with regard to the unknown values of the autocorrelation function of the time series.
First-degree atrioventricular blockFirst-degree atrioventricular block (AV block) is a disease of the electrical conduction system of the heart in which electrical impulses conduct from the cardiac atria to the ventricles through the atrioventricular node (AV node) more slowly than normal. First degree AV block does not generally cause any symptoms, but may progress to more severe forms of heart block such as second- and third-degree atrioventricular block. It is diagnosed using an electrocardiogram, and is defined as a PR interval greater than 200 milliseconds.
Trend-stationary processIn the statistical analysis of time series, a trend-stationary process is a stochastic process from which an underlying trend (function solely of time) can be removed, leaving a stationary process. The trend does not have to be linear. Conversely, if the process requires differencing to be made stationary, then it is called difference stationary and possesses one or more unit roots. Those two concepts may sometimes be confused, but while they share many properties, they are different in many aspects.
PeriodogramIn signal processing, a periodogram is an estimate of the spectral density of a signal. The term was coined by Arthur Schuster in 1898. Today, the periodogram is a component of more sophisticated methods (see spectral estimation). It is the most common tool for examining the amplitude vs frequency characteristics of FIR filters and window functions. FFT spectrum analyzers are also implemented as a time-sequence of periodograms. There are at least two different definitions in use today.
Pilot signalIn telecommunications, a pilot signal is a signal, usually a single frequency, transmitted over a communications system for supervisory, control, equalization, continuity, synchronization, or reference purposes. In FM stereo broadcasting, a pilot tone of 19 kHz indicates that there is stereophonic information at 38 kHz (the second harmonic of the pilot tone). The receiver doubles the frequency of the pilot tone and uses it as a frequency and phase reference to demodulate the stereo information.
Whittle likelihoodIn statistics, Whittle likelihood is an approximation to the likelihood function of a stationary Gaussian time series. It is named after the mathematician and statistician Peter Whittle, who introduced it in his PhD thesis in 1951. It is commonly used in time series analysis and signal processing for parameter estimation and signal detection. In a stationary Gaussian time series model, the likelihood function is (as usual in Gaussian models) a function of the associated mean and covariance parameters.
CointegrationCointegration is a statistical property of a collection (X1, X2, ..., Xk) of time series variables. First, all of the series must be integrated of order d (see Order of integration). Next, if a linear combination of this collection is integrated of order less than d, then the collection is said to be co-integrated. Formally, if (X,Y,Z) are each integrated of order d, and there exist coefficients a,b,c such that aX + bY + cZ is integrated of order less than d, then X, Y, and Z are cointegrated.
