3 September 2008 A spectral estimation method by non-equinterval smoothing of log periodogram
Author Affiliations +
Abstract
We develop an automatic smoothing procedure for an estimate of the spectral density of a random process. The procedure is based on smoothing the periodogram with variable bandwidth and a spline interpolation. Effective varying bandwidth is obtained by approximating the log periodogram with a step function whose positions of level changes are determined using a dynamic programming technique. We show that the step function can be obtained by minimizing the cost function D(C||μk) for a given K. The number of partitions K also can be chosen by minimizing another cost function L(K). Some numerical examples show that the resulting estimates are shown to be good representations of the true spectra.
© (2008) COPYRIGHT Society of Photo-Optical Instrumentation Engineers (SPIE). Downloading of the abstract is permitted for personal use only.
Hisashi Yoshida, Hisashi Yoshida, Isao Fujimoto, Isao Fujimoto, Sho Kikkawa, Sho Kikkawa, } "A spectral estimation method by non-equinterval smoothing of log periodogram", Proc. SPIE 7074, Advanced Signal Processing Algorithms, Architectures, and Implementations XVIII, 707411 (3 September 2008); doi: 10.1117/12.801741; https://doi.org/10.1117/12.801741
PROCEEDINGS
8 PAGES


SHARE
Back to Top