On the performance advantage of multitaper spectral analysis

The performance advantage of multitaper spectral analysis is quantified relative to weighted overlapped segment averaging (WOSA). To make the comparison of these two nonparametric spectral estimators, theoretical performance measures are derived in terms of leakage, variance, and resolution. The methods are then compared by evaluating each measure in turn, while requiring the other two measures to be equal. The results show that multitaper analysis always performs better than WOSA. For example, given the same leakage and resolution, multitaper analysis can have three-quarters to one-half the variance of WOSA. Given the same resolution and variance, multitaper analysis can exhibit a 10-20-dB leakage advantage over WOSA. These and other results provide compelling evidence for greater use of multitaper analysis in situations for which a nonparametric spectral estimator is appropriate