Optimal Multitaper Wigner Spectrum Estimation of a Class of Locally Stationary Processes Using Hermite Functions
(2011) In Eurasip Journal on Advances in Signal Processing- Abstract
- This paper investigates the time-discrete multitapers that give a mean square error optimal Wigner spectrum estimate for a class of locally stationary processes (LSPs). The accuracy in the estimation of the time-variable Wigner spectrum of the LSP is evaluated and compared with other frequently used methods. The optimal multitapers are also approximated by Hermite functions, which is computationally more efficient, and the errors introduced by this approximation are studied. Additionally, the number of windows included in a multitaper spectrum estimate is often crucial and an investigation of the error caused by limiting this number is made. Finally, the same optimal set of weights can be stored and utilized for different window lengths.... (More)
- This paper investigates the time-discrete multitapers that give a mean square error optimal Wigner spectrum estimate for a class of locally stationary processes (LSPs). The accuracy in the estimation of the time-variable Wigner spectrum of the LSP is evaluated and compared with other frequently used methods. The optimal multitapers are also approximated by Hermite functions, which is computationally more efficient, and the errors introduced by this approximation are studied. Additionally, the number of windows included in a multitaper spectrum estimate is often crucial and an investigation of the error caused by limiting this number is made. Finally, the same optimal set of weights can be stored and utilized for different window lengths. As a result, the optimal multitapers are shown to be well approximated by Hermite functions, and a limited number of windows can be used for a mean square error optimal spectrogram estimate. (Less)
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1869821
- author
- Sandsten, Maria LU
- organization
- publishing date
- 2011
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Eurasip Journal on Advances in Signal Processing
- article number
- 980805
- publisher
- Hindawi Limited
- external identifiers
-
- wos:000287878800001
- scopus:79952158509
- ISSN
- 1687-6172
- DOI
- 10.1155/2011/980805
- language
- English
- LU publication?
- yes
- id
- b2d2755d-2e0d-405d-bbed-ec6073d5b37c (old id 1869821)
- date added to LUP
- 2016-04-01 13:35:15
- date last changed
- 2022-02-19 06:17:57
@article{b2d2755d-2e0d-405d-bbed-ec6073d5b37c,
abstract = {{This paper investigates the time-discrete multitapers that give a mean square error optimal Wigner spectrum estimate for a class of locally stationary processes (LSPs). The accuracy in the estimation of the time-variable Wigner spectrum of the LSP is evaluated and compared with other frequently used methods. The optimal multitapers are also approximated by Hermite functions, which is computationally more efficient, and the errors introduced by this approximation are studied. Additionally, the number of windows included in a multitaper spectrum estimate is often crucial and an investigation of the error caused by limiting this number is made. Finally, the same optimal set of weights can be stored and utilized for different window lengths. As a result, the optimal multitapers are shown to be well approximated by Hermite functions, and a limited number of windows can be used for a mean square error optimal spectrogram estimate.}},
author = {{Sandsten, Maria}},
issn = {{1687-6172}},
language = {{eng}},
publisher = {{Hindawi Limited}},
series = {{Eurasip Journal on Advances in Signal Processing}},
title = {{Optimal Multitaper Wigner Spectrum Estimation of a Class of Locally Stationary Processes Using Hermite Functions}},
url = {{http://dx.doi.org/10.1155/2011/980805}},
doi = {{10.1155/2011/980805}},
year = {{2011}},
}