A Welch Method Approximation of the Thomson Multitaper Spectrum Estimator
(2012) 20th European Signal Processing Conference, 2012 p.440-444- Abstract
- 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... (More) - 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. (Less)
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/3290074
- author
- Sandsten, Maria LU
- organization
- publishing date
- 2012
- type
- Chapter in Book/Report/Conference proceeding
- publication status
- published
- subject
- keywords
- Multitaper, Spectrum, Multiple windows, Thomson, Welch, WOSA
- host publication
- Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European
- pages
- 5 pages
- publisher
- IEEE - Institute of Electrical and Electronics Engineers Inc.
- conference name
- 20th European Signal Processing Conference, 2012
- conference location
- Bucharest, Romania
- conference dates
- 2012-08-27 - 2012-08-31
- external identifiers
-
- scopus:84869760321
- ISSN
- 2219-5491
- ISBN
- 978-1-4673-1068-0 (print)
- language
- English
- LU publication?
- yes
- id
- 40e930b9-26ef-4343-894f-7fd25658514c (old id 3290074)
- alternative location
- http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6333976
- date added to LUP
- 2016-04-01 14:05:22
- date last changed
- 2022-01-27 22:44:41
@inproceedings{40e930b9-26ef-4343-894f-7fd25658514c,
abstract = {{The Thomson multitaper estimator has become successful for<br/><br>
spectrum analysis in many application areas. From the aspect<br/><br>
of efficient implementation, the so called Welch or WOSA-<br/><br>
Weighted Overlap Segment Averaging, has advantages. In the<br/><br>
Welch estimator, the same, time-shifted, window is applied to<br/><br>
the data-sequence. In this submission, the aim is to find a<br/><br>
Welch estimator structure which has a similar performance as<br/><br>
the Thomson multitaper estimator. Such a estimator might<br/><br>
be more advantageous from real-time computation aspects as<br/><br>
the spectra can be estimated when data samples are available<br/><br>
and a running average will produce the subsequent averaged<br/><br>
spectra. The approach is to restructure the corresponding co-<br/><br>
variance matrix of the Thomson estimator to the structure of<br/><br>
a Welch estimator and to find a mean square error approxi-<br/><br>
mation of the covariance matrix. The resulting window of the<br/><br>
Welch estimator should however fulfill the usual properties<br/><br>
of a spectrum estimator, such as low-pass structure and well<br/><br>
suppressed sidelobes.}},
author = {{Sandsten, Maria}},
booktitle = {{Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European}},
isbn = {{978-1-4673-1068-0 (print)}},
issn = {{2219-5491}},
keywords = {{Multitaper; Spectrum; Multiple windows; Thomson; Welch; WOSA}},
language = {{eng}},
pages = {{440--444}},
publisher = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
title = {{A Welch Method Approximation of the Thomson Multitaper Spectrum Estimator}},
url = {{http://ieeexplore.ieee.org/stamp/stamp.jsp?tp=&arnumber=6333976}},
year = {{2012}},
}