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Statistical distribution of the quasi-harmonic signal’s phase: basics of theory and computer simulation

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The paper presents the results of the fundamental research directed on the theoretical study and computer simulation of peculiarities of the quasi-harmonic signal’s phase statistical distribution. The quasi-harmonic signal is known to be formed as a result of the Gaussian noise impact on the initially harmonic signal. By means of the mathematical analysis the formulas have been obtained in explicit form for the principle characteristics of this distribution, namely: for the cumulative distribution function, the probability density function, the likelihood function. As a result of the conducted computer simulation the dependencies of these functions on the phase distribution parameters have been analyzed. The paper elaborates the methods of estimating the phase distribution parameters which contain the information about the initial, undistorted signal. It has been substantiated that the task of estimating the initial value of the phase of quasi-harmonic signal can be efficiently solved by averaging the results of the sampled measurements. As for solving the task of estimating the second parameter of the phase distribution, namely — the parameter, determining the signal level respectively the noise level — a maximum likelihood technique is proposed to be applied. The graphical illustrations are presented that have been obtained by means of the computer simulation of the principle characteristics of the phase distribution under the study. The existence and uniqueness of the likelihood function’s maximum allow substantiating the possibility and the efficiency of solving the task of estimating signal’s level relative to noise level by means of the maximum likelihood technique. The elaborated method of estimating the un-noised signal’s level relative to noise, i. e. the parameter characterizing the signal’s intensity on the basis of measurements of the signal’s phase is an original and principally new technique which opens perspectives of usage of the phase measurements as a tool of the stochastic data analysis. The presented investigation is meaningful for solving the task of determining the phase and the signal’s level by means of the statistical processing of the sampled phase measurements. The proposed methods of the estimation of the phase distribution’s parameters can be used at solving various scientific and technological tasks, in particular, in such areas as radio-physics, optics, radiolocation, radio-navigation, metrology.

Keywords: quasi-harmonic signal, Gaussian noise, signal-to-noise ratio, cumulative distribution function, probability density function, likelihood function, error function
Citation in English: Yakovleva T.V. Statistical distribution of the quasi-harmonic signal’s phase: basics of theory and computer simulation // Computer Research and Modeling, 2024, vol. 16, no. 2, pp. 287-297
Citation in English: Yakovleva T.V. Statistical distribution of the quasi-harmonic signal’s phase: basics of theory and computer simulation // Computer Research and Modeling, 2024, vol. 16, no. 2, pp. 287-297
DOI: 10.20537/2076-7633-2024-16-2-287-297

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International Interdisciplinary Conference "Mathematics. Computing. Education"