Optimized weighted averaging of peak matched multiple window spectrum estimators

Author

Hansson, Maria

Author_Institution

Dept. of Appl. Electron., Lund Univ., Sweden

Volume

47

Issue

4

fYear

1999

fDate

4/1/1999 12:00:00 AM

Firstpage

1141

Lastpage

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

Keywords

optimisation; parameter estimation; spectral analysis; discrete prolate spheroidal sequences; mean square error; nonstationary data; normalized bias; optimized weighted averaging; peak matched multiple windows; periodogram averaging; predefined peaked spectrum; sinusoid multiple windows; spectrum analysis; spectrum estimators; variance; weighting factors optimisation; Amplitude estimation; Doppler radar; Frequency estimation; Gaussian distribution; Notice of Violation; Parameter estimation; Polynomials; Radar signal processing; Signal analysis; Signal processing;

fLanguage

English

Journal_Title

Signal Processing, IEEE Transactions on

Publisher

ieee

ISSN

1053-587X

Type

jour

DOI

10.1109/78.752613

Filename

752613