Title :
Power spectral density estimation via overlapping nonlinear averaging
Author :
Attivissimo, Filippo ; Savino, Mario ; Trotta, Amerigo
Author_Institution :
Dept. of Electrics & Electron., Polytech. of Bari, Italy
fDate :
10/1/2001 12:00:00 AM
Abstract :
This paper proposes a new method for accurate estimation of power spectral density (psd) of noisy signals. The major drawback caused by the tradeoff between spectral resolution and variance is examined. The main aim of this paper is to show how the accuracy of the periodogram can be improved by adopting nonlinear averaging techniques of partially overlapped sampled data. In addition, the effects of the taper function and the percentage overlap are investigated with respect to the computational cost and the achievable improvements. The derived expressions for the bias and variance indicate the better performance of this method with respect to the previous ones. Finally, experimental validation of such results is shown
Keywords :
nonlinear estimation; spectral analysis; bias; computational cost; noisy signal; overlapping nonlinear averaging; percentage overlap; periodogram; power spectral density estimation; sampled data; spectral resolution; taper function; variance; Computational efficiency; Fourier transforms; Legged locomotion; Maximum likelihood estimation; Parameter estimation; Performance analysis; Power system reliability; Signal analysis; Signal resolution; Signal to noise ratio;
Journal_Title :
Instrumentation and Measurement, IEEE Transactions on