Title :
Attenuation Estimation From Correlated Sequences
Author :
Medkour, Tarek ; Walden, Andrew T.
Author_Institution :
Dept. of Math., Imperial Coll. London
Abstract :
We calculate the frequency-dependent variance of the log spectral ratio for correlated time series. This is used to produce a weighted least-squares approach to attenuation estimation, with weights calculated from estimated coherence. Applications to synthetic and real data illustrate that, for correlated series, the method improves significantly on traditional unweighted least-squares attenuation estimates
Keywords :
acoustic signal processing; least squares approximations; time series; coherence estimation; correlated time series; frequency-dependent variance; log spectral ratio; sequence correlation; weighted least-squares attenuation estimation; Aerodynamics; Attenuation; Back; Bayesian methods; Biomedical imaging; Data analysis; Frequency estimation; Image segmentation; Interpolation; Noise reduction; Attenuation; coherence; correlation; spectral ratios;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2006.885682
