Multiple Hypothesis Testing-Based Cepstrum Thresholding for Nonparametric Spectral Estimation

• In this letter we revisit the problem of smoothed nonparametric spectral estimation via cepstrum thresholding. We formulate the problem of cepstrum thresholding as a multiple hypothesis testing problem and use the false discovery rate (FDR) and familywise error rate (FER) procedures to threshold the cepstral coefficients. We compare the FDR and FER approaches with a previously proposed individual hypothesis testing approach and show that the cepstrum thresholding based on FDR and FER can yield spectral estimates with lower mean square error (MSE).

Subject headings

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)

Keyword

Nonparametric spectral estimation

cepstral coefficients

FDR

FER

periodogram

multiple hypothesis testing

Publication and Content Type

ref (subject category)

art (subject category)