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Minimum Data Length for Integer Period Estimation

机译:整数周期估计的最小数据长度

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摘要

Detecting periodicity in a short sequence is an important problem, with many applications across science and engineering. Several efficient algorithms have been proposed for this over the years. There is a wide choice available today in terms of the tradeoff between algorithmic complexity and estimation accuracy. In spite of such a rich history, one particular aspect of period estimation has received very little attention from a fundamental perspective. Namely, given a discrete time periodic signal and a list of candidate integer periods, what is the absolute minimum datalength required to estimate its integer period? Notice that the answer we seek must be a fundamental bound, i.e., independent of any particular period estimation technique. Commonintuition suggests the minimum datalength as twice the largest expected period. However, this is true only under some special contexts. This paper derives the exact necessary and sufficient bounds to this problem. The above-mentioned question is also extended to the case of mixtures of periodic signals. First, a careful mathematical formulation discussing the unique identifiability of the component periods (hidden integer periods) is presented. Once again, a rigorous theoretical framework in this regard is missing in the existing literature but is a necessary platform to derive precise bounds on the minimum necessary datalength. The bounds given here are generic, that is, independent of the algorithms used. Specific algorithm-dependent bounds are also presented in the end for the case of dictionary-based integer period estimation reported in recent years.
机译:在短序列中检测周期性是一个重要问题,在科学和工程领域有许多应用。多年来,已经为此提出了几种有效的算法。如今,在算法复杂性和估计精度之间的权衡方面,有广泛的选择。尽管历史如此悠久,但从基本面的角度来看,时期估计的一个特定方面却很少受到关注。也就是说,给定一个离散的时间周期信号和一个候选整数周期列表,估计其整数周期所需的绝对最小数据长度是多少?请注意,我们寻求的答案必须是一个基本界限,即独立于任何特定的周期估计技术。Commonintuition 建议最小数据长度为最大预期周期的两倍。但是,这仅在某些特殊情况下是正确的。本文推导出了这个问题的确切必要和充分界限。上述问题也延伸到周期信号混合的情况。首先,提出了一个仔细的数学公式,讨论了分量周期(隐藏整数周期)的唯一可识别性。同样,这方面的严谨理论框架在现有文献中是缺失的,但它是推导出最小必要数据长度精确边界的必要平台。此处给出的边界是通用的,即与所使用的算法无关。最后还针对近年来报道的基于字典的整数周期估计给出了特定的算法相关边界。

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