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A Welch Method Appr...
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Sandsten, MariaLund University,Lunds universitet,Statistical Signal Processing Group,Forskargrupper vid Lunds universitet,Matematisk statistik,Matematikcentrum,Institutioner vid LTH,Lunds Tekniska Högskola,Lund University Research Groups,Mathematical Statistics,Centre for Mathematical Sciences,Departments at LTH,Faculty of Engineering, LTH
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A Welch Method Approximation of the Thomson Multitaper Spectrum Estimator
- Artikel/kapitelEngelska2012
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LIBRIS-ID:oai:lup.lub.lu.se:40e930b9-26ef-4343-894f-7fd25658514c
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https://lup.lub.lu.se/record/3290074URI
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Språk:engelska
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Sammanfattning på:engelska
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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.
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Statistical Signal Processing GroupForskargrupper vid Lunds universitet
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Ingår i:Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European, s. 440-4442219-54919781467310680
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