Title :
Smooth 2-D frequency estimation using covariance fitting
Author :
Sward, Johan ; Brynolfsson, Johan ; Jakobsson, Andreas ; Hansson-Sandsten, Maria
Author_Institution :
Dept. of Math. Stat., Lund Univ., Lund, Sweden
Abstract :
In this paper, we introduce a non-parametric 2-D spectral estimator for smooth spectra, allowing for irregularly sampled measurements. The estimate is formed by assuming that the spectrum is smooth and will vary slowly over the frequency grids, such that the spectral density inside any given rectangle in the spectral grid may be approximated well as a plane. Using this framework, the 2-D spectrum is estimated by finding the solution to a convex covariance fitting problem, which has an analytic solution. Numerical simulations indicate the achievable performance gain as compared to the Blackman-Tukey estimator.
Keywords :
frequency estimation; signal sampling; convex covariance fitting problem; irregular sampling; numerical simulations; smooth 2D frequency estimation; Cats; Data models; Estimation; Frequency estimation; Measurement uncertainty; Transforms; 2-D frequency estimation; irregular sampling; smooth spectrum;
Conference_Titel :
Signal Processing Conference (EUSIPCO), 2014 Proceedings of the 22nd European
Conference_Location :
Lisbon