Quality measures of the modified biperiodogram: selection of estimator parameters

Author

Turcotte, Randy L. ; Wickert, Mark A.

Author_Institution

Motorola GEG, Scottsdale, AZ, USA

fYear

1991

fDate

14-17 Apr 1991

Firstpage

3441

Abstract

The mean, variance and normalized mean-squared error of the modified biperiodogram are calculated for a finite sample of the observed signal. It is assumed that an overall record of length N is available, which can be divided into K subrecords, each of length L, and data windowing, can be used. The normalized mean-squared error is used to obtain the best selection of L and K given the overall record length N, and a specified window type. A numerical example is given for a process created by exciting a finite impulse response filter with non-zero skewness zero mean white noise

Keywords

digital filters; filtering and prediction theory; parameter estimation; spectral analysis; white noise; data windowing; estimator parameters; finite impulse response filter; finite sample; mean; modified biperiodogram; normalized mean-squared error; observed signal; quality measures; record length; spectral analysis; subrecords; variance; zero mean white noise; Finite impulse response filter; Gaussian processes; Parameter estimation; Probability density function; Random processes; Signal processing; Springs; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1991. ICASSP-91., 1991 International Conference on

Conference_Location

Toronto, Ont.

ISSN

1520-6149

Print_ISBN

0-7803-0003-3

Type

conf

DOI

10.1109/ICASSP.1991.150194

Filename

150194