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A Welch Method Appr...
A Welch Method Approximation of the Thomson Multitaper Spectrum Estimator
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- Sandsten, Maria (författare)
- Lund 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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(creator_code:org_t)
- 2012
- 2012
- Engelska 5 s.
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Ingår i: Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European. - 2219-5491. - 9781467310680 ; , s. 440-444
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Abstract
Ämnesord
Stäng
- 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.
Ämnesord
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Nyckelord
- Multitaper
- Spectrum
- Multiple windows
- Thomson
- Welch
- WOSA
Publikations- och innehållstyp
- kon (ämneskategori)
- ref (ämneskategori)
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