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Extended Relative Power Contribution that Allows to Evaluate the Effect of Correlated Noise

2023/11/03 by Genshiro Kitagawa, Kitagawa, Genshiro, Yoko Tanokura +3
Computer Science · Decision Sciences · Engineering · #62-07(Secondary) #62M10(Primary) #Blind Source Separation Techniques #FOS: Computer and information sciences #Methodology (stat.ME) #Probabilistic and Robust Engineering Design #Structural Health Monitoring Techniques

paper · pdf · doi:10.48550/arxiv.2311.01913

openalex publication_date 2023/11/03 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We proposed an extension of Akaike's relative power contribution that could be applied to data with correlations between noises. This method decomposes the power spectrum into a contribution of the terms caused by correlation between two noises, in addition to the contributions of the independent noises. Numerical examples confirm that some of the correlated noise has the effect of reducing the power spectrum.

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