Title :
On linearly precompressed non-parametric spectrum estimation
Author :
Elsner, Jens P. ; Braun, Martin ; Chaichenets, Leonid ; Jondral, Friedrich K.
Author_Institution :
Univ. Karlsruhe (TH), Karlsruhe, Germany
Abstract :
Extending the derivation of a maximum likelihood spectrum estimator by Stoica and Sundin, non-parametric spectrum estimation with linear precompression is introduced. For real-time applications, linear precompression allows for a scalable trade-off between data rate and accuracy of the estimate. Precompression is based on linear projection with a compression matrix formed from sequences with perfect periodic autocorrelation. This basis has the property of preserving the power spectrum. The derived estimator is verified with numerical simulations.
Keywords :
data compression; matrix algebra; maximum likelihood sequence estimation; autocorrelation sequences; compression matrix; linear precompression; linearly precompressed nonparametric spectrum estimation; maximum likelihood spectrum estimator; numerical simulations; Autocorrelation; Covariance matrix; Frequency estimation; Iterative algorithms; Maximum likelihood estimation; Numerical models; Numerical simulation; Random processes; Sampling methods; Spectral analysis;
Conference_Titel :
Statistical Signal Processing, 2009. SSP '09. IEEE/SP 15th Workshop on
Conference_Location :
Cardiff
Print_ISBN :
978-1-4244-2709-3
Electronic_ISBN :
978-1-4244-2711-6
DOI :
10.1109/SSP.2009.5278469
