Title :
Estimation of the power distribution function
Author :
Muravchik, Carlos H. ; Loffler, H.E.
Author_Institution :
Dept. of Electron., UNLP, Buenos Aires, Argentina
fDate :
1/1/1988 12:00:00 AM
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;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
