A multiple window method for estimation of peaked spectra

Author

Hansson, Maria ; Salomonsson, Goran

Author_Institution

Dept. of Appl. Electron., Lund Univ., Sweden

Volume

45

Issue

3

fYear

1997

fDate

3/1/1997 12:00:00 AM

Firstpage

778

Lastpage

781

Abstract

A multiple window method for estimation of the peaked power density spectrum is designed. The method optimizes a filter function utilizing the Karhunen-Loeve basis functions of a known peaked spectrum as windows to reduce variance and bias in the locality of the frequency peak. For improving performance, a penalty function is used to suppress the sidelobes outside a given bandwidth. The improved windows are obtained as the solution of a generalized eigenvalue problem. The bias at the frequency peak is reduced due to matching windows, while the variance is decreased by averaging uncorrelated periodograms. The method is compared with the Thomson multiple window estimator as well as to a single Hanning window in a simulation

Keywords

eigenvalues and eigenfunctions; estimation theory; interference suppression; nonparametric statistics; optimisation; spectral analysis; transforms; Karhunen-Loeve basis functions; bias; filter function; frequency peak; generalized eigenvalue problem; multiple window method; peaked power density spectrum; penalty function; sidelobes; uncorrelated periodogram; variance; Attenuation; Bandwidth; Constraint optimization; Eigenvalues and eigenfunctions; Filter bank; Frequency estimation; Optimization methods; Random processes; Smoothing methods; Spectral analysis;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.558503

Filename

558503