On linearly precompressed non-parametric spectrum estimation

Author

Elsner, Jens P. ; Braun, Martin ; Chaichenets, Leonid ; Jondral, Friedrich K.

Author_Institution

Univ. Karlsruhe (TH), Karlsruhe, Germany

fYear

2009

Firstpage

773

Lastpage

776

Abstract

Extending the derivation of a maximum likelihood spectrum estimator by Stoica and Sundin, non-parametric spectrum estimation with linear precompression is introduced. For real-time applications, linear precompression allows for a scalable trade-off between data rate and accuracy of the estimate. Precompression is based on linear projection with a compression matrix formed from sequences with perfect periodic autocorrelation. This basis has the property of preserving the power spectrum. The derived estimator is verified with numerical simulations.

Keywords

data compression; matrix algebra; maximum likelihood sequence estimation; autocorrelation sequences; compression matrix; linear precompression; linearly precompressed nonparametric spectrum estimation; maximum likelihood spectrum estimator; numerical simulations; Autocorrelation; Covariance matrix; Frequency estimation; Iterative algorithms; Maximum likelihood estimation; Numerical models; Numerical simulation; Random processes; Sampling methods; Spectral analysis;

fLanguage

English

Publisher

ieee

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

Type

conf

DOI

10.1109/SSP.2009.5278469

Filename

5278469