Statistical Properties of a Modified Welch Method That Uses Sample Percentiles

Autor:	Schwock, Felix, Abadi, Shima
Rok vydání:	2020
Předmět:	Electrical Engineering and Systems Science - Signal Processing
Zdroj:	ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2021, pp. 5165-5169
Druh dokumentu:	Working Paper
DOI:	10.1109/ICASSP39728.2021.9415074
Popis:	We present and analyze an alternative, more robust approach to the Welch's overlapped segment averaging (WOSA) spectral estimator. Our method computes sample percentiles instead of averaging over multiple periodograms to estimate power spectral densities (PSDs). Bias and variance of the proposed estimator are derived for varying sample sizes and arbitrary percentiles. We have found excellent agreement between our expressions and data sampled from a white Gaussian noise process. Comment: 5 pages, 3 figures, presented at ICASSP 2021
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2010.11444 Zobrazit plný text záznamu View this record from Arxiv