• DocumentCode
    1079966
  • Title

    Comparison of linearly and quadratically modified spectral estimates of Gaussian signals

  • Author

    Sloane, Edwin A.

  • Author_Institution
    Time/Data Corporation, Palo Alto, Calif.
  • Volume
    17
  • Issue
    2
  • fYear
    1969
  • fDate
    6/1/1969 12:00:00 AM
  • Firstpage
    133
  • Lastpage
    137
  • Abstract
    Although the use of quadratically modified periodograms as spectral estimators for the Gaussian case is well established in the literature, the linearly modified form has grown in popular use even when the data involved can be reasonably presumed to be Gaussian. The mean and variance of the two forms of estimators are calculated as well as the equivalent duration of the data window. It is shown that variance is always greater or the equivalent duration of the sample data length is always less for the linear case when the results are normalized with respect to the effective bandwidth. In addition, a generalized form of the Hanning window is considered.
  • Keywords
    Bandwidth; Convolution; Data analysis; Fourier transforms; Gaussian processes; Smoothing methods; State estimation;
  • fLanguage
    English
  • Journal_Title
    Audio and Electroacoustics, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9278
  • Type

    jour

  • DOI
    10.1109/TAU.1969.1162045
  • Filename
    1162045