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A Welch Method Approximation of the Thomson Multitaper Spectrum Estimator

Författare

Summary, in English

The Thomson multitaper estimator has become successful for

spectrum analysis in many application areas. From the aspect

of efficient implementation, the so called Welch or WOSA-

Weighted Overlap Segment Averaging, has advantages. In the

Welch estimator, the same, time-shifted, window is applied to

the data-sequence. In this submission, the aim is to find a

Welch estimator structure which has a similar performance as

the Thomson multitaper estimator. Such a estimator might

be more advantageous from real-time computation aspects as

the spectra can be estimated when data samples are available

and a running average will produce the subsequent averaged

spectra. The approach is to restructure the corresponding co-

variance matrix of the Thomson estimator to the structure of

a Welch estimator and to find a mean square error approxi-

mation of the covariance matrix. The resulting window of the

Welch estimator should however fulfill the usual properties

of a spectrum estimator, such as low-pass structure and well

suppressed sidelobes.

Avdelning/ar

Publiceringsår

2012

Språk

Engelska

Sidor

440-444

Publikation/Tidskrift/Serie

Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European

Dokumenttyp

Konferensbidrag

Förlag

IEEE - Institute of Electrical and Electronics Engineers Inc.

Ämne

  • Probability Theory and Statistics

Nyckelord

  • Multitaper
  • Spectrum
  • Multiple windows
  • Thomson
  • Welch
  • WOSA

Conference name

20th European Signal Processing Conference, 2012

Conference date

2012-08-27 - 2012-08-31

Conference place

Bucharest, Romania

Status

Published

Forskningsgrupp

  • Statistical Signal Processing
  • Statistical Signal Processing Group

ISBN/ISSN/Övrigt

  • ISSN: 2219-5491
  • ISBN: 978-1-4673-1068-0 (print)