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A multiple window method for estimation of peaked spectra

Sandsten, Maria LU and Salomonsson, Göran (1997) In IEEE Transactions on Signal Processing 45(3). p.778-781
Abstract
A multiple window method for estimation of the peaked power density spectrum is designed. The method optimizes a filter function utilizing the Karhunen-Loeve basis functions of a known peaked spectrum as windows to reduce variance and bias in the locality of the frequency peak. For improving performance, a penalty function is used to suppress the sidelobes outside a given bandwidth. The improved windows are obtained as the solution of a generalized eigenvalue problem. The bias at the frequency peak is reduced due to matching windows, while the variance is decreased by averaging uncorrelated periodograms. The method is compared with the Thomson multiple window estimator as well as to a single Hanning window in a simulation.
Please use this url to cite or link to this publication:
author
and
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
IEEE Transactions on Signal Processing
volume
45
issue
3
pages
778 - 781
publisher
IEEE - Institute of Electrical and Electronics Engineers Inc.
external identifiers
  • scopus:0031095319
ISSN
1053-587X
DOI
10.1109/78.558503
language
English
LU publication?
yes
id
005fbb08-6252-4d58-a305-e5a5d5ae39dd
date added to LUP
2018-03-23 15:46:52
date last changed
2025-04-04 14:15:43
@article{005fbb08-6252-4d58-a305-e5a5d5ae39dd,
  abstract     = {{A multiple window method for estimation of the peaked power density spectrum is designed. The method optimizes a filter function utilizing the Karhunen-Loeve basis functions of a known peaked spectrum as windows to reduce variance and bias in the locality of the frequency peak. For improving performance, a penalty function is used to suppress the sidelobes outside a given bandwidth. The improved windows are obtained as the solution of a generalized eigenvalue problem. The bias at the frequency peak is reduced due to matching windows, while the variance is decreased by averaging uncorrelated periodograms. The method is compared with the Thomson multiple window estimator as well as to a single Hanning window in a simulation.}},
  author       = {{Sandsten, Maria and Salomonsson, Göran}},
  issn         = {{1053-587X}},
  language     = {{eng}},
  number       = {{3}},
  pages        = {{778--781}},
  publisher    = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
  series       = {{IEEE Transactions on Signal Processing}},
  title        = {{A multiple window method for estimation of peaked spectra}},
  url          = {{http://dx.doi.org/10.1109/78.558503}},
  doi          = {{10.1109/78.558503}},
  volume       = {{45}},
  year         = {{1997}},
}