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Asymptotic properties of the Discrete Fourier Transform spectrum of a complex monochromatic oscillation with frequency randomly distorted at the observation times t=0,1,..., n-1 by a series of independent and identically distributed fluctuations is investigated. It is proved that the second moments of the spectrum at the discrete Fourier frequencies converge uniformly to zero as n → ∞ for certain frequency fluctuation distributions. The observed effect occurs even for frequency fluctuations with magnitude arbitrarily small in comparison to the original oscillation frequency.
Waldemar Popiński. "On discrete Fourier spectrum of a harmonic with random frequency modulation." Applicationes Mathematicae 40.1 (2013): 99-108. <http://eudml.org/doc/280074>.
@article{WaldemarPopiński2013, abstract = {Asymptotic properties of the Discrete Fourier Transform spectrum of a complex monochromatic oscillation with frequency randomly distorted at the observation times t=0,1,..., n-1 by a series of independent and identically distributed fluctuations is investigated. It is proved that the second moments of the spectrum at the discrete Fourier frequencies converge uniformly to zero as n → ∞ for certain frequency fluctuation distributions. The observed effect occurs even for frequency fluctuations with magnitude arbitrarily small in comparison to the original oscillation frequency.}, author = {Waldemar Popiński}, journal = {Applicationes Mathematicae}, keywords = {discrete Fourier transform; monochromatic harmonic; spectrum estimation; random frequency modulation}, language = {eng}, number = {1}, pages = {99-108}, title = {On discrete Fourier spectrum of a harmonic with random frequency modulation}, url = {http://eudml.org/doc/280074}, volume = {40}, year = {2013}, }
TY - JOUR AU - Waldemar Popiński TI - On discrete Fourier spectrum of a harmonic with random frequency modulation JO - Applicationes Mathematicae PY - 2013 VL - 40 IS - 1 SP - 99 EP - 108 AB - Asymptotic properties of the Discrete Fourier Transform spectrum of a complex monochromatic oscillation with frequency randomly distorted at the observation times t=0,1,..., n-1 by a series of independent and identically distributed fluctuations is investigated. It is proved that the second moments of the spectrum at the discrete Fourier frequencies converge uniformly to zero as n → ∞ for certain frequency fluctuation distributions. The observed effect occurs even for frequency fluctuations with magnitude arbitrarily small in comparison to the original oscillation frequency. LA - eng KW - discrete Fourier transform; monochromatic harmonic; spectrum estimation; random frequency modulation UR - http://eudml.org/doc/280074 ER -