• DocumentCode
    3312037
  • Title

    Bias and variance of averaged and smoothed periodogram-based log-amplitude spectra

  • Author

    Gunter, Armin I.

  • Author_Institution
    Appl. Phys. Dept., Greifswald Univ., Germany
  • fYear
    2001
  • fDate
    2001
  • Firstpage
    452
  • Lastpage
    457
  • Abstract
    The averaged and smoothed periodogram is the most convenient and intuitive spectral estimate. Its statistical properties are well-known for linear amplitudes, but not for log-amplitude (dB) representations. However, spectral estimates are very often represented by log-amplitude, e.g. in parametrizing ultrasound backscatter spectra, without taking into account that the log-transform may introduce a noticeable additional bias. Thus, I developed expressions for bias and variance of log-amplitude periodogram-based estimates that results from: (1) averaging few independent estimates, (2) smoothed estimates (windowing the autocorrelation sequence or the cepstrum). The resulting expressions give clear advice on how to get unbiased estimates with the lowest possible variance for the first case, and on how to choose shape and length of autocorrelation or cepstrum windows so that we get spectral estimates with low variance and yet low bias for the second case
  • Keywords
    cepstral analysis; correlation methods; parameter estimation; signal processing; smoothing methods; statistical analysis; transforms; autocorrelation sequence window; averaged periodogram; bias; cepstrum window; log-amplitude spectra; log-transform; smoothed periodogram; spectral estimate; statistical properties; variance; Amplitude estimation; Autocorrelation; Backscatter; Cepstrum; Physics; Random processes; Reactive power; Shape; Smoothing methods; Ultrasonic imaging;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Image and Signal Processing and Analysis, 2001. ISPA 2001. Proceedings of the 2nd International Symposium on
  • Conference_Location
    Pula
  • Print_ISBN
    953-96769-4-0
  • Type

    conf

  • DOI
    10.1109/ISPA.2001.938672
  • Filename
    938672