• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Book chapter
  • The Development of the Algorithm for Estimating the Spectral Correlation Function Based on Two-Dimensional Fast Fourier Transform
  • RU
  • EN
Расширенный поиск
Высшая школа экономики
Национальный исследовательский университет
Priority areas
  • business informatics
  • economics
  • engineering science
  • humanitarian
  • IT and mathematics
  • law
  • management
  • mathematics
  • sociology
  • state and public administration
by year
  • 2027
  • 2026
  • 2025
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001
  • 2000
  • 1999
  • 1998
  • 1997
  • 1996
  • 1995
  • 1994
  • 1993
  • 1992
  • 1991
  • 1990
  • 1989
  • 1988
  • 1987
  • 1986
  • 1985
  • 1984
  • 1983
  • 1982
  • 1981
  • 1980
  • 1979
  • 1978
  • 1977
  • 1976
  • 1975
  • 1974
  • 1973
  • 1972
  • 1971
  • 1970
  • 1969
  • 1968
  • 1967
  • 1966
  • 1965
  • 1964
  • 1963
  • 1958
  • More
Subject
News
August 13, 2026
‘Working with AI Solves a Wide Range of Engineering Problems
Artificial intelligence is a working tool based on a balanced combination of algorithms and engineering. Experts and doctoral students from the HSE Moscow Institute of Electronics and Mathematics explain how AI technologies can improve an application, device, or system, and what engineering tasks are solved in the process.
August 12, 2026
‘I Would Like My Research to Help Make the World a Calmer and Better Place
Whatever task Saraa Ali, Junior Research Fellow at the Laboratory of Methods for Big Data Analysis (LAMBDA) of the AI and Digital Science Institute (HSE Faculty of Computer Science), is working on, she thinks about how it can benefit people. She told the Young Scientists of HSE University project about her large family, diagnosing three-phase motors, and her dream of building a children’s home in her native country.
August 11, 2026
‘The Peak of Stupidity and ‘The Valley of Despair: HSE Economists Propose an Explanation for the Dunning–Kruger Effect
The Dunning–Kruger effect, which describes a sharp surge in self-confidence among beginners followed by an equally rapid decline as they gain experience, can be explained by the nature of the learning process and the acquisition of new knowledge. This conclusion was reached by Andrey Vorchik of the HSE Faculty of Economic Sciences together with independent researcher Murat Mamyshev. They developed a mathematical model of learning and demonstrated how subjective confidence is formed and changes as knowledge accumulates, as well as how teachers can reduce the ‘valley of despair’ experienced by learners.

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!

Publications
  • Books
  • Articles
  • Chapters of books
  • Working papers
  • Report a publication
  • Research at HSE

?

The Development of the Algorithm for Estimating the Spectral Correlation Function Based on Two-Dimensional Fast Fourier Transform

P. 75–86.
Shevgunov T., Efimov E., Kirdyashkin V., Kravchenko T.

This chapter presents the algorithm for estimating spectral correlation
function of a random process that is a valid bi-frequency description of the probabilistic
properties of any wide-sense cyclostationary process and relates to its cyclic
autocorrelation function via Fourier transform. The key point of the algorithm is that
it is based on the two-dimensional discrete Fourier transform of the sample dyadic
correlation function weighted by the two-dimensional windowing function, which
is rectangular in the direction orthogonal to the current-time axis shape. The dedicated
mathematical software libraries implementing fast Fourier transform, which
is typically used for image processing, achieve higher performance in comparison
with other algorithms involving spectra accumulation. The signal containing a pulse
sequence with random amplitudes masked by the additive stationary white Gaussian
noise is used in numerical simulation to provide an example of the spectral correlation
function estimation procedure and obtain results demonstrating the effectiveness
of the proposed algorithm.

Language: English
DOI
Text on another site
Keywords: Fast Fourier TransformCyclostationarityspectral correlation densityspectral correlation functionCyclic frequencyTwo-dimensional FFTPseudo-power

In book

Intelligent Systems Reference Library
Vol. 184: Advances in Signal Processing: Theories, Algorithms, and System Control. , Springer, 2020.
Similar publications
On Non-Symmetric Forms of Time-Varying Autocorrelation Function in the Analysis of Cyclostationary Processes
Shevgunov T., , in: 2024 Systems of signals generating and processing in the field of on board communications.: IEEE, 2024. P. 1–5.
The paper is aimed at investigating the difference between different forms of time-varying autocorrelation function (TVACF) used for the quantitative expression of the second-order statistical properties exhibiting by non-stationary random processes. The generalized form of TVACF is proposed where the position of the current time moment can be set by means of additional parameter. The ...
Added: February 25, 2026
The Development of a Respiration Signal Detecting Algorithm Exploiting Cyclostationary Properties
Shevgunov T., , in: 2025 Systems of Signals Generating and Processing in the Field of on Board Communications.: IEEE, 2025. P. 1–5.
The paper presents an algorithm for processing secondary radar signals that is based on identification of the characteristic cyclic frequencies specific to the breathing signals of a motionless human. The main procedure of the algorithm consists in sequential processing of signals contained in the range lines of a radar frame. It includes pre-processing to remove ...
Added: February 25, 2026
Алгоритм оценки спектральной корреляционной функции с использованием двумерного быстрого преобразования Фурье
Shevgunov T., Радиотехника и электроника 2023 Т. 68 № 8 С. 782–789
An algorithm for estimating the spectral correlation function of cyclostationary random processes on the basis of their finite-time realization is proposed. The main algorithm steps are described and the main operations performed at each of them are formalized. The presented estimates of the spectral correlation function in the presence of a correlated stationary noise overlapping ...
Added: June 6, 2024
Cyclic Detectors in the Fraction-of-Time Probability Framework
Dehay D., Leśkow J., Napolitano A. et al., Inventions 2023 Vol. 8 No. 6 Article 152
The signal detection problem for cyclostationary signals is addressed within the fraction-of-time probability framework, where statistical functions are constructed starting from a single time series, without introducing the concept of stochastic process. Single-cycle detectors and quadratic-form detectors based on measurements of the Fourier coefficients of the almost-periodically time-variant cumulative distribution and probability density functions are ...
Added: June 5, 2024
Cyclostationary Approach to the Analysis of the Power in Electric Circuits under Periodic Excitations
Shevgunov T., Guschina O., Kuznetsov Y., Applied Sciences (Switzerland) 2021 Vol. 11 No. 20 Article 9711
This paper proposes a cyclostationary based approach to power analysis carried out for electric circuits under arbitrary periodic excitation. Instantaneous power is considered to be a particular case of the two-dimensional cross correlation function (CCF) of the voltage across, and current through, an element in the electric circuit. The cyclostationary notation is used for deriving ...
Added: February 6, 2023
Introduction to signal processing: sampled signals
Tikhonov E., Sneps-Sneppe M., International Journal of Open Information Technologies 2019 Vol. 7 No. 7 P. 13–26
The article introduces the theoretical foundations of the modern method of storing, transmitting and processing signals: digital processing. It’s a way to use relatively small number of values instead of continuous real signal. For example, when transmitting information in telephony, speech is concentrated in the bandwidth up to 4 kHz. But we need doubled frequency 8 ...
Added: April 9, 2022
Scattering target identification based on radial basis function artificial neural networks in the presence of non-stationary noise
Shevgunov T., Efimov E., Kirdyashkin V., Periódico Tchê Química 2019 Vol. 16 No. 33 P. 573–588
The paper deals with the radar target discrimination problem performed on complex radar images. The approach based on radial basis function (RBF) artificial neural network (ANN) is proposed for the identification of point scatterers placed within a radar image. The renewed concept of simple adaptive units as the foundation for network assembling allows one to ...
Added: August 25, 2020
Using artificial neural networks for time difference of arrival target localization based on reduced discrete cosine transform
Shevgunov T., Periódico Tchê Química 2019 Vol. 16 No. 33 P. 530–540
The angular coordinates of the pulse source are determined by comparing the signals received simultaneously on several channels. To solve this issue, the application of neural networks is highly important. In this article, the application of the artificial neural network (ANN) approach to the task of target localization is discussed. The research was performed on ...
Added: August 25, 2020
Быстрые Фурье-солверы для МКЭ высокого порядка с тензорными произведениями для уравнения типа Пуассона
Злотник А.А., Злотник И.А., Журнал вычислительной математики и математической физики 2020 Т. 60 № 2 С. 234–252
Представлены прямые логарифмически оптимальные в теории и быстрые на практике алгоритмы реализации метода конечных элементов (МКЭ) на основе тензорных произведений 1D пространств МКЭ высокого порядка на многомерных прямоугольных параллелепипедах для решения уравнения типа Пуассона. Они основаны на хорошо известных Фурье-подходах. Ключевыми новыми элементами являются детальное описание собственных пар 1D задач на собственные значения для МКЭ высокого порядка и быстрые ...
Added: September 4, 2019
A comparative example of cyclostationary description of a non-stationary random process
Shevgunov T., Journal of Physics: Conference Series 2019 Vol. 1163 No. 1 P. 1–6
The paper deals with cyclostationarity as a natural extension of stationarity as the key property in designing the widely-used models of random processes. The comparative example of two processes, one is wide-sense stationary and the other is wide-sense cyclostationary, is given in the paper and reveals the lack of the conventional stationary description based on ...
Added: April 28, 2019
Time Delay Estimation of Cyclostationary Signals on PCB Using Spectral Correlation Function
Shevgunov T., Efimov E., Kuznetsov Y., , in: 2018 BALTIC URSI SYMPOSIUM.: IEEE, 2018. P. 184–187.
This paper presents an approach to estimating delays of the cyclostationary signal propagating through tracks of the data bus of a printed circuit board (PCB). The signal path is described by the series of delays estimated using cyclostationary characteristics in the frequency domain. A brief overview of cyclostationarity phenomena is given alongside with the designed ...
Added: April 1, 2019
Averaged Absolute Spectral Correlation Density Estimator
Shevgunov T., Efimov E., Zhukov D., , in: 2018 Moscow Workshop on Electronic and Networking Technologies (MWENT). Proceedings.: M.: IEEE, 2018. P. 1–4.
Introduced in this paper, the averaged absolute spectral correlation density estimator (AASCD) is based on time-smoothing algorithm of estimating spectral correlation density (SCD) using a long-time sample of discrete signal. The key feature of proposed estimator is compressing the cyclic frequency dimension of SCD estimation to make the matrix containing the SCD estimation cells balanced ...
Added: April 1, 2019
Performance of Elbrus Processors for Computational Materials Science Codes and Fast Fourier Transform
Stegailov V., Дергунов Д. О., Timofeev A., , in: Communications in Computer and Information ScienceVol. 910: Parallel Computational Technologies.: Springer, 2018. P. 92–103.
Modern Elbrus-4S and Elbrus-8S processors provide a level of floating-point performance close to that of widespread x86_64 CPUs that are predominantly used in high-performance computing (HPC). The uniqueness of the software ecosystem of Elbrus processors requires special attention in the case of their deployment for execution of mainstream computational codes. In this paper, we consider ...
Added: March 10, 2019
Ultrasound Image Segmentation by Using Wavelet Transform and Self-Organizing Neural Network
Iscan Z., Kurnaz M. N., Neural Information Processing – Letters and Reviews 2006 Vol. 10 No. 8-9 P. 183–191
This paper presents an improved incremental self-organizing map (I2SOM) network that uses automatic threshold (AT) value for the segmentation of ultrasound (US) images. In order to show the validity of proposed scheme, it has been compared with Kohonen’s SOM. Two-dimensional (2D) fast Fourier transform (FFT) and 2D continuous wavelet transform (CWT) were computed in order ...
Added: January 22, 2015
  • About
  • About
  • Key Figures & Facts
  • Sustainability at HSE University
  • Faculties & Departments
  • International Partnerships
  • Faculty & Staff
  • HSE Buildings
  • HSE University for Persons with Disabilities
  • Public Enquiries
  • Studies
  • Admissions
  • Programme Catalogue
  • Undergraduate
  • Graduate
  • Exchange Programmes
  • Summer University
  • Summer Schools
  • Semester in Moscow
  • Business Internship
  • Research
  • International Laboratories
  • Research Centres
  • Research Projects
  • Monitoring Studies
  • Conferences & Seminars
  • Academic Jobs
  • Yasin (April) International Academic Conference on Economic and Social Development
  • Media & Resources
  • Publications by staff
  • HSE Journals
  • Publishing House
  • iq.hse.ru: commentary by HSE experts
  • Library
  • Economic & Social Data Archive
  • Video
  • HSE Repository of Socio-Economic Information
  • HSE1993–2026
  • Contacts
  • Copyright
  • Privacy Policy
  • Site Map
Edit