Title :
Optimal Wigner cross-spectrum estimation
Author :
Sandberg, Johan ; Hansson-Sandsten, Maria
Author_Institution :
Centre for Math. Sci., Lund Univ., Lund, Sweden
Abstract :
An expression for the mean-square error (MSE) optimal Wigner cross-spectrum estimator is derived within a wide class of estimators. Using this expression and a simplemodel we are able to construct a new estimator which turns out to be superior compared to standard estimators such as Thomson multitapers and Welch method on simulated data.
Keywords :
estimation theory; mean square error methods; signal detection; time-frequency analysis; MSE; Thomson multitapers; Welch method; Wigner cross-spectrum estimation; mean square error; Abstracts; Estimation; Facsimile; Kernel; Mean square error methods;
Conference_Titel :
Signal Processing Conference, 2009 17th European
Conference_Location :
Glasgow
Print_ISBN :
978-161-7388-76-7
