A Welch Method Approximation of the Thomson Multitaper Spectrum Estimator
Författare
Summary, in English
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
- Matematisk statistik
- Statistical Signal Processing Group
Publiceringsår
2012
Språk
Engelska
Sidor
440-444
Publikation/Tidskrift/Serie
Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European
Länkar
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)