Optimization of weighting factors in the peak matched multiple window method

Peak matched multiple windows are found as the Karhunen-Loeve basis functions of a predefined peaked spectrum. With a penalty function, an optimization procedure can be constrained with resulting control of sidelobes. Weighting factors, included in the averaging of the periodograms, can be designed to fulfill certain constraints. Desirable properties are low variance and small bias. This paper presents a discussion of minimization of variance at the peak compared with the optimization that also include the neighbourhood of the peak