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Frequency content and autocorrelation function of noisy periodic signals

D. Villani·R. M. Ghigliazza·R. Carmona
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Abstract

We extract the frequency content of a noisy signal by use of Discrete Fourier Transform. Our analysis overcomes the limitations imposed by incommensurate lattices. After computing the deterministic component, we show the relevance of the method in removing spurious autocorrelations from the signal residuals. Results are presented for a temperature time series.

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D. Villani, R. M. Ghigliazza, R. Carmona. 2003-05-08. Frequency content and autocorrelation function of noisy periodic signals. https://arxiv.org/abs/cond-mat/0305146

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