A Welch Method Approximation of the Thomson Multitaper Spectrum Estimator
Author
Summary, in English
The Thomson multitaper estimator has become successful for
spectrum analysis in many application areas. From the aspect
of efficient implementation, the so called Welch or WOSA-
Weighted Overlap Segment Averaging, has advantages. In the
Welch estimator, the same, time-shifted, window is applied to
the data-sequence. In this submission, the aim is to find a
Welch estimator structure which has a similar performance as
the Thomson multitaper estimator. Such a estimator might
be more advantageous from real-time computation aspects as
the spectra can be estimated when data samples are available
and a running average will produce the subsequent averaged
spectra. The approach is to restructure the corresponding co-
variance matrix of the Thomson estimator to the structure of
a Welch estimator and to find a mean square error approxi-
mation of the covariance matrix. The resulting window of the
Welch estimator should however fulfill the usual properties
of a spectrum estimator, such as low-pass structure and well
suppressed sidelobes.
spectrum analysis in many application areas. From the aspect
of efficient implementation, the so called Welch or WOSA-
Weighted Overlap Segment Averaging, has advantages. In the
Welch estimator, the same, time-shifted, window is applied to
the data-sequence. In this submission, the aim is to find a
Welch estimator structure which has a similar performance as
the Thomson multitaper estimator. Such a estimator might
be more advantageous from real-time computation aspects as
the spectra can be estimated when data samples are available
and a running average will produce the subsequent averaged
spectra. The approach is to restructure the corresponding co-
variance matrix of the Thomson estimator to the structure of
a Welch estimator and to find a mean square error approxi-
mation of the covariance matrix. The resulting window of the
Welch estimator should however fulfill the usual properties
of a spectrum estimator, such as low-pass structure and well
suppressed sidelobes.
Department/s
- Mathematical Statistics
- Statistical Signal Processing Group
Publishing year
2012
Language
English
Pages
440-444
Publication/Series
Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European
Links
Document type
Conference paper
Publisher
IEEE - Institute of Electrical and Electronics Engineers Inc.
Topic
- Probability Theory and Statistics
Keywords
- Multitaper
- Spectrum
- Multiple windows
- Thomson
- Welch
- WOSA
Conference name
20th European Signal Processing Conference, 2012
Conference date
2012-08-27 - 2012-08-31
Conference place
Bucharest, Romania
Status
Published
Research group
- Statistical Signal Processing
- Statistical Signal Processing Group
ISBN/ISSN/Other
- ISSN: 2219-5491
- ISBN: 978-1-4673-1068-0 (print)