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Optimal Multitaper Wigner Spectrum Estimation of a Class of Locally Stationary Processes Using Hermite Functions

Sandsten, Maria LU (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)
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author
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Eurasip Journal on Advances in Signal Processing
publisher
Hindawi Publishing Corporation
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
2011-04-06 11:34:34
date last changed
2017-09-10 04:03:10
@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.},
  articleno    = {980805},
  author       = {Sandsten, Maria},
  issn         = {1687-6172},
  language     = {eng},
  publisher    = {Hindawi Publishing Corporation},
  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},
  year         = {2011},
}