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
Link To Document