Spectral Analysis of Non-Uniformly Sampled Data: A New Approach Versus the Periodogram

Author

He, Hao ; Li, Jian ; Stoica, Petre

Author_Institution

Dept. of Electr. & Comput. Eng., Univ. of Florida, Gainesville, FL

fYear

2009

fDate

4-7 Jan. 2009

Firstpage

375

Lastpage

380

Abstract

We begin by revisiting the plain least-squares periodogram (LSP) for real-valued data. Then we introduce a new method for spectral analysis of non-uniformly sampled data by "iteratively weighting LSP", and we name the new method real-valued iterative adaptive approach (RIAA). LSP and RIAA are most suitable for data sequences with discrete spectra. For such type of data, we present a procedure to obtain a parametric spectral estimate, from the LSP or RIAA non-parametric estimate, by means of the Bayesian information criterion (BIC). We also discuss a possible strategy for designing the sampling pattern of future measurements. Several numerical examples are provided to illustrate the performance of our proposed approaches.

Keywords

Bayes methods; data analysis; iterative methods; least squares approximations; nonparametric statistics; spectral analysis; Bayesian information criterion; data sequences; discrete spectra; least-squares periodogram; nonparametric estimation; nonuniformly sampled data; parametric spectral estimate; real-valued data; real-valued iterative adaptive approach; sampling pattern; spectral analysis; Biomedical measurements; Data engineering; Design methodology; Extraterrestrial measurements; Helium; Information technology; Iterative methods; Sampling methods; Spectral analysis; Testing; BIC; Spectral analysis; non-uniformly sampled data; the iterative adaptive approach; the least-squares method; the periodogram;

fLanguage

English

Publisher

ieee

Conference_Titel

Digital Signal Processing Workshop and 5th IEEE Signal Processing Education Workshop, 2009. DSP/SPE 2009. IEEE 13th

Conference_Location

Marco Island, FL

Print_ISBN

978-1-4244-3677-4

Electronic_ISBN

978-1-4244-3677-4

Type

conf

DOI

10.1109/DSP.2009.4785952

Filename

4785952