Doppler Spectrum Estimation by Ramanujan Fourier Transforms

Fuente: arXiv
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Autori principali: Lagha, Mohand, Bensebti, Messaoud
Natura: Preprint
Pubblicazione: 2006
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author Lagha, Mohand
Bensebti, Messaoud
author_facet Lagha, Mohand
Bensebti, Messaoud
contents The Doppler spectrum estimation of a weather radar signal in a classic way can be made by two methods, temporal one based in the autocorrelation of the successful signals, whereas the other one uses the estimation of the power spectral density PSD by using Fourier transforms. We introduces a new tool of signal processing based on Ramanujan sums cq(n), adapted to the analysis of arithmetical sequences with several resonances p/q. These sums are almost periodic according to time n of resonances and aperiodic according to the order q of resonances. New results will be supplied by the use of Ramanujan Fourier Transform (RFT) for the estimation of the Doppler spectrum for the weather radar signal.
format Preprint
id arxiv_https___arxiv_org_abs_cs_0610108
institution arXiv
publishDate 2006
record_format arxiv
spellingShingle Doppler Spectrum Estimation by Ramanujan Fourier Transforms
Lagha, Mohand
Bensebti, Messaoud
Numerical Analysis
Computational Engineering, Finance, and Science
The Doppler spectrum estimation of a weather radar signal in a classic way can be made by two methods, temporal one based in the autocorrelation of the successful signals, whereas the other one uses the estimation of the power spectral density PSD by using Fourier transforms. We introduces a new tool of signal processing based on Ramanujan sums cq(n), adapted to the analysis of arithmetical sequences with several resonances p/q. These sums are almost periodic according to time n of resonances and aperiodic according to the order q of resonances. New results will be supplied by the use of Ramanujan Fourier Transform (RFT) for the estimation of the Doppler spectrum for the weather radar signal.
title Doppler Spectrum Estimation by Ramanujan Fourier Transforms
topic Numerical Analysis
Computational Engineering, Finance, and Science
url https://arxiv.org/abs/cs/0610108