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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.

Department/s

Publishing year

2009

Language

English

Pages

2298-2302

Publication/Series

EUSIPCO Proceedings

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