DocumentCode
1155269
Title
Estimation of the power distribution function
Author
Muravchik, Carlos H. ; Loffler, H.E.
Author_Institution
Dept. of Electron., UNLP, Buenos Aires, Argentina
Volume
36
Issue
1
fYear
1988
fDate
1/1/1988 12:00:00 AM
Firstpage
132
Lastpage
134
Abstract
The authors present two estimators for the power spectral distribution (PSD) function associated with a time series. Although both of them are based on a fast Fourier transform, they converge, with probability=1, the true PSD, and they are consistent under the appropriate hypotheses. Monte Carlo simulations confirm the result that the variance of the proposed estimates depends on the inverse of the number of data points. Finally, the PSD´s resolution capability is compared to that of the standard Welch procedure
Keywords
Monte Carlo methods; fast Fourier transforms; signal processing; spectral analysis; Monte Carlo simulations; converge; data points; fast Fourier transform; power distribution function; power spectral distribution; resolution capability; standard Welch procedure; time series; variance; Computational complexity; Distribution functions; Equations; Fast Fourier transforms; Maximum likelihood estimation; Oceans; Power distribution; Signal processing; Signal resolution; Speech processing;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/29.1502
Filename
1502
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