A Welch Method Approximation of the Thomson Multitaper Spectrum Estimator

• 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.

Subject headings

NATURVETENSKAP  -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)

NATURAL SCIENCES  -- Mathematics -- Probability Theory and Statistics (hsv//eng)

Keyword

Multitaper

Spectrum

Multiple windows

Thomson

Welch

WOSA

Publication and Content Type

kon (subject category)

ref (subject category)