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A Welch Method Approximation of the Thomson Multitaper Spectrum Estimator

Sandsten, Maria LU (2012) 20th European Signal Processing Conference, 2012 In Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European 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:
author
organization
publishing date
type
Chapter in Book/Report/Conference proceeding
publication status
published
subject
keywords
Multitaper, Spectrum, Multiple windows, Thomson, Welch, WOSA
in
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
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
2013-03-06 13:10:19
date last changed
2017-05-28 04:04:34
@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},
  keyword      = {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},
  year         = {2012},
}