DocumentCode
1907534
Title
Non-parametric Power Spectrum Estimation with Circular Overlap
Author
Barbe, Kurt ; Schoukens, Johan ; Pintelon, Rik
Author_Institution
Dept. ELEC, Vrije Univ. Brussel, Brussels
fYear
2008
fDate
12-15 May 2008
Firstpage
336
Lastpage
341
Abstract
This paper studies non-parametric power spectrum estimation with circular overlap. Although circular overlap imposes a discontinuity on the stochastic process under investigation; it is shown that for a (Gaussian) ergodic weakly stationary process the power spectrum estimator with circular overlap is asymptotically unbiased. Also the variance decreases due to the overlap. Furthermore, a closed form expression is derived for the lowest reachable variance, with respect to all possible fractions of overlap.
Keywords
Gaussian processes; signal processing; Gaussian ergodic weakly stationary process; circular overlap; digital signal processing; nonparametric power spectrum estimation; stochastic process; Digital signal processing; Frequency; Instrumentation and measurement; Power generation; Signal analysis; Spectral analysis; Speech analysis; Speech recognition; Stochastic processes; Time measurement; Overlap; Power Spectrum; Variance Reduction; Windowing;
fLanguage
English
Publisher
ieee
Conference_Titel
Instrumentation and Measurement Technology Conference Proceedings, 2008. IMTC 2008. IEEE
Conference_Location
Victoria, BC
ISSN
1091-5281
Print_ISBN
978-1-4244-1540-3
Electronic_ISBN
1091-5281
Type
conf
DOI
10.1109/IMTC.2008.4547057
Filename
4547057
Link To Document