Optimal Wigner Cross-Spectrum Estimation
Author
Summary, in English
An expression for the mean-square error (MSE) optimal
Wigner cross-spectrum estimator is derived within a wide
class of estimators. Using this expression and a simplemodel
we are able to construct a new estimator which turns out to be
superior compared to standard estimators such as Thomson
multitapers and Welch method on simulated data.
Wigner cross-spectrum estimator is derived within a wide
class of estimators. Using this expression and a simplemodel
we are able to construct a new estimator which turns out to be
superior compared to standard estimators such as Thomson
multitapers and Welch method on simulated data.
Department/s
- Mathematical Statistics
- Statistical Signal Processing Group
Publishing year
2009
Language
English
Pages
2298-2302
Publication/Series
EUSIPCO Proceedings
Links
Document type
Conference paper
Topic
- Probability Theory and Statistics
Conference name
17th European Signal Processing Conference, 2009
Conference date
2009-08-24 - 2009-08-28
Conference place
Glasgow, Scotland, United Kingdom
Status
Published
Research group
- Statistical Signal Processing Group