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3 September 2008 A spectral estimation method by non-equinterval smoothing of log periodogram
Hisashi Yoshida, Isao Fujimoto, Sho Kikkawa
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Proceedings Volume 7074, Advanced Signal Processing Algorithms, Architectures, and Implementations XVIII; 707411 (2008) https://doi.org/10.1117/12.801741
Event: Optical Engineering + Applications, 2008, San Diego, California, United States
Abstract
We develop an automatic smoothing procedure for an estimate of the spectral density of a random process. The procedure is based on smoothing the periodogram with variable bandwidth and a spline interpolation. Effective varying bandwidth is obtained by approximating the log periodogram with a step function whose positions of level changes are determined using a dynamic programming technique. We show that the step function can be obtained by minimizing the cost function D(C||μk) for a given K. The number of partitions K also can be chosen by minimizing another cost function L(K). Some numerical examples show that the resulting estimates are shown to be good representations of the true spectra.
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Hisashi Yoshida, Isao Fujimoto, and Sho Kikkawa "A spectral estimation method by non-equinterval smoothing of log periodogram", Proc. SPIE 7074, Advanced Signal Processing Algorithms, Architectures, and Implementations XVIII, 707411 (3 September 2008); https://doi.org/10.1117/12.801741
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KEYWORDS
Computer programming
Signal processing
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