Multitaper spectral estimator based on a cost minimization approach

Bo Yan; Haifen Yang; Liang Zhou

doi:10.1117/12.2197855

7 July 2015 Multitaper spectral estimator based on a cost minimization approach

Bo Yan, Haifen Yang, Liang Zhou

Proceedings Volume 9631, Seventh International Conference on Digital Image Processing (ICDIP 2015); 96312L (2015) https://doi.org/10.1117/12.2197855
Event: Seventh International Conference on Digital Image Processing (ICDIP15), 2015, Los Angeles, United States

Abstract

A multitaper spectral analysis approach is built based on the minimization of cost function. The performance analysis indicates that this approach has comparative bias and variance as the approach of discrete prolate spheroidal sequence estimator. Compared with the DPSS, instead of solving the problem of matrix eigenvalues, the multitaper here needs less calculation with analytical expression of tapers. The validity of the estimator is verified by the computer simulation of an AR progress discrete as well as a white noise sequence..

Citation Download Citation

Bo Yan, Haifen Yang, and Liang Zhou "Multitaper spectral estimator based on a cost minimization approach", Proc. SPIE 9631, Seventh International Conference on Digital Image Processing (ICDIP 2015), 96312L (7 July 2015); https://doi.org/10.1117/12.2197855

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