Title :
Correlogram for undersampled data: Bias and variance analysis
Author :
Shaghaghi, Mahdi ; Vorobyov, Sergiy A.
Author_Institution :
Electr. & Comput. Eng., Univ. of Alberta, Edmonton, AB, Canada
Abstract :
This paper studies the correlogram spectrum estimation method for the case that only a subset of the Nyquist samples is available. The method is able to estimate the spectrum from undersampled data. The bias and variance of the estimator are derived. We also show that there is a tradeoff between the accuracy of the estimation and the frequency resolution. The asymptotic behavior of the estimator is also investigated, and it is proved that this method is a consistent estimator.
Keywords :
data analysis; frequency estimation; signal sampling; spectral analysis; Nyquist samples; asymptotic behavior; bias analysis; correlogram spectrum estimation method; frequency resolution; undersampled data; variance analysis; Accuracy; Delay; Estimation; Extraterrestrial measurements; Frequency estimation; Seismic measurements; Vectors; Correlogram; consistency; undersampling;
Conference_Titel :
Acoustics, Speech and Signal Processing (ICASSP), 2012 IEEE International Conference on
Conference_Location :
Kyoto
Print_ISBN :
978-1-4673-0045-2
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2012.6288674
