Title :
Evolutionary spectrum estimation for uniformly modulated processes with improved frequency resolution
Author :
Moghtaderi, Azadeh ; Takahara, Glen ; Thomson, David J.
Author_Institution :
Dept. of Math. & Stat., Queen´´s Univ., Kingston, ON, Canada
Abstract :
In this paper, we propose an estimator of the Wold-Crameacuter evolutionary spectra of uniformly modulated processes that has both good time and frequency resolution. Our approach is to estimate the modulating function using an estimator with good time resolution. Dividing the data by this estimate yields an approximately stationary sequence. We then estimate the spectral density function (SDF) of the stationary sequence using an estimator with good frequency resolution. Multiplying this estimated SDF by the (estimated) modulating function gives the desired estimate.
Keywords :
estimation theory; evolutionary computation; modulation; Wold-Crameacuter evolutionary spectra; evolutionary spectrum estimation; improved frequency resolution; spectral density function; uniformly modulated processes; Density functional theory; Earthquakes; Frequency estimation; Mathematical model; Mathematics; Optical wavelength conversion; Seismology; Spectral analysis; Statistics; Yield estimation; Wold-Cramér evolutionary spectrum; frequency resolution; multitaper spectrum estimation; time resolution; uniformly modulated process;
Conference_Titel :
Statistical Signal Processing, 2009. SSP '09. IEEE/SP 15th Workshop on
Conference_Location :
Cardiff
Print_ISBN :
978-1-4244-2709-3
Electronic_ISBN :
978-1-4244-2711-6
DOI :
10.1109/SSP.2009.5278467
