Title :
Spectral estimation of irregularly sampled multidimensional processes by generalized prolate spheroidal sequences
Author :
Bronez, Thomas P.
Author_Institution :
Unisys Corp., Reston, VA, USA
fDate :
12/1/1988 12:00:00 AM
Abstract :
A nonparametric spectral estimation method is presented for bandlimited random processes that have been sampled at arbitrary points in one or more dimensions. The method makes simultaneous use of several weight sequences that depend on the set of sampling point, the signal band, and the frequency band being analyzed. These sequences are solutions to a generalized matrix eigenvalue problem and are termed generalized prolate spheroidal sequences, being extensions of the familiar discrete prolate spheroidal sequences. Statistics of the estimator are derived, and the tradeoff among bias, variance, and resolution is quantified. The method avoids several problems typically associated with irregularly sampled data and multidimensional processes. A related method is suggested that has nearly as good performance while requiring significantly fewer computations
Keywords :
eigenvalues and eigenfunctions; matrix algebra; signal processing; spectral analysis; bandlimited random processes; irregularly sampled multidimensional processes; matrix eigenvalue problem; nonparametric spectral estimation; prolate spheroidal sequences; weight sequences; Eigenvalues and eigenfunctions; Frequency; Laser radar; Multidimensional systems; Radar tracking; Random processes; Sampling methods; Signal analysis; Signal sampling; Statistics;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on