Multi‐window spectrum estimation — A linear algebraic approach

Autor:	Ruth Onn, Allan Steinhardt
Rok vydání:	1993
Předmět:	Stationary process Stochastic process Measure (physics) Spectral density estimation Integral equation symbols.namesake Fourier transform Control and Systems Engineering Signal Processing Linear algebra symbols Calculus Electrical and Electronic Engineering Algebraic number Algorithm Mathematics
Zdroj:	International Journal of Adaptive Control and Signal Processing. 7:103-116
ISSN:	1099-1115 0890-6327
Popis:	The purpose of this paper is to elucidate the multi-window method for spectral estimation and sinusoid detection. The multi-window method, devised by D.J. Thomson, has many features that distinguish it from other spectrum estimation techniques. It has an elegant derivation, starting from first principles and using optimality arguments. It lends itself to performance analysis and provides a built-in measure of its reliability. In contrast to Thomson's integral equation derivation, we use linear algebraic methods both to treat the problem and to develop the solution. In addition to the tutorial, we present an overview of published generalizations and analyses of the method.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::afd6f5ed3dd3da6251a474963d8a4a5a https://doi.org/10.1002/acs.4480070204 Zobrazit plný text záznamu Plný text