A spectral estimation method by non-equinterval smoothing of log periodogram

Hisashi Yoshida; Isao Fujimoto; Sho Kikkawa

doi:10.1117/12.801741

3 September 2008 A spectral estimation method by non-equinterval smoothing of log periodogram

Hisashi Yoshida, Isao Fujimoto, Sho Kikkawa

Author Affiliations +

Proceedings Volume 7074, Advanced Signal Processing Algorithms, Architectures, and Implementations XVIII; 707411 (2008) https://doi.org/10.1117/12.801741
Event: Optical Engineering + Applications, 2008, San Diego, California, United States

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.

Citation Download Citation

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

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