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Optimized Weighted Averaging of Peak Matched Multiple Window Spectrum Estimates

Sandsten, Maria LU (1999) In IEEE Transactions on Signal Processing 47(4). p.1141-1146
Abstract
Periodogram averaging with multiple windows can be used in spectrum analysis of nonstationary data. Usually, however, the windows for the subspectra are equally weighted in the estimate. In this correspondence, a criterion for the optimization of weighting factors is formulated as the average of normalized bias, variance, or mean square error in a certain frequency interval around a predefined peaked spectrum. The weighting factors are optimized using the peak matched multiple windows, the sinusoid multiple windows, and the discrete prolate spheroidal sequences.
Please use this url to cite or link to this publication:
author
organization
publishing date
type
Contribution to journal
publication status
published
subject
keywords
multiple windows, peaked spectrum, spectrum analysis
in
IEEE Transactions on Signal Processing
volume
47
issue
4
pages
1141 - 1146
publisher
IEEE - Institute of Electrical and Electronics Engineers Inc.
external identifiers
  • scopus:0033115860
ISSN
1053-587X
DOI
10.1109/78.752613
language
English
LU publication?
yes
id
e6a18ff3-2a83-4e9e-8dbd-8fec025345d1
date added to LUP
2018-03-23 15:38:38
date last changed
2022-04-25 06:26:52
@article{e6a18ff3-2a83-4e9e-8dbd-8fec025345d1,
  abstract     = {{Periodogram averaging with multiple windows can be used in spectrum analysis of nonstationary data. Usually, however, the windows for the subspectra are equally weighted in the estimate. In this correspondence, a criterion for the optimization of weighting factors is formulated as the average of normalized bias, variance, or mean square error in a certain frequency interval around a predefined peaked spectrum. The weighting factors are optimized using the peak matched multiple windows, the sinusoid multiple windows, and the discrete prolate spheroidal sequences.}},
  author       = {{Sandsten, Maria}},
  issn         = {{1053-587X}},
  keywords     = {{multiple windows; peaked spectrum; spectrum analysis}},
  language     = {{eng}},
  number       = {{4}},
  pages        = {{1141--1146}},
  publisher    = {{IEEE - Institute of Electrical and Electronics Engineers Inc.}},
  series       = {{IEEE Transactions on Signal Processing}},
  title        = {{Optimized Weighted Averaging of Peak Matched Multiple Window Spectrum Estimates}},
  url          = {{http://dx.doi.org/10.1109/78.752613}},
  doi          = {{10.1109/78.752613}},
  volume       = {{47}},
  year         = {{1999}},
}