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Cross-spectrum and coherence function estimation using time-delayed Thomson multitapers

Author

Summary, in English

An idea is presented where multitapers are extracted from a known cross-spectrum and applied for estimation of the co- herence function. An important property of the extracted win- dows are the time-delay between left and right tapers. There- fore, time-delayed Thomson multitapers are also proposed as an approximation. Simulations are performed using differ- ent linear filters as well as disturbing white noise and com- parisons are made with the results of the usual Thomson and Welch methods. An example of estimation of EEG coherence is also shown.

Department/s

Publishing year

2011

Language

English

Pages

4240-4243

Publication/Series

Acoustics, Speech and Signal Processing (ICASSP), 2011 IEEE International Conference on

Document type

Conference paper

Publisher

IEEE - Institute of Electrical and Electronics Engineers Inc.

Topic

  • Probability Theory and Statistics

Keywords

  • multiple window
  • multitaper
  • coherence function
  • cross- spectrum

Conference name

2011 International Conference on Acoustics, Speech and Signal Processing (ICASSP)

Conference date

2011-05-22 - 2011-05-27

Status

Published

Research group

  • Stochastics in Medicine
  • Statistical Signal Processing Group

ISBN/ISSN/Other

  • ISSN: 1520-6149
  • ISBN: 978-1-4577-0538-0 (online)
  • ISBN: 978-1-4577-0538-0 (print)