Lag-windowing and multiple-data-windowing are roughly equivalent for smooth spectrum estimation

IEEE Transactions on Signal Processing

Volumn 47, Issue 3, 1999, Pages 839-843

  McCloud, Michael L ^a   Scharf, Louis L ^a   Mullis, Clifford T ^a  

^a UCB 450   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION THEORY; ERROR ANALYSIS; MATHEMATICAL OPERATORS; SPECTROGRAPHS; SPECTRUM ANALYSIS;

MULTIPLE WINDOW SPECTRUM ESTIMATORS;

SIGNAL FILTERING AND PREDICTION;

EID: 0033101614     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.747788     Document Type: Article

References (8)

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3. D. J. Thomson, "Spectrum estimation and harmonic analysis," Proc. IEEE, vol. 70, pp. 1055-1096, 1982.
4. C. T. Mullis and L. L. Scharf, "Quadratic estimators of the power spectrum," in Advances in Spectrum Analysis and Array Processing: Volume I. Englewood Cliffs, NJ: Prentice-Hall, 1991, pp. 1-57.
5. D. Slepian, "Prolate spheroidal wave functions, Fourier analysis, and uncertainty - V: The discrete case," Bell Syst. Tech. J., vol. 57, pp. 1371-1430, 1978.
6. P. J. Daniell, "Discussion on the symposium of autocorrelation in time series," J. Roy. Stat. Soc., vol. 8, pp. 88-90, 1946.
7. R. Horn and C. Johnson, Matrix Analysis. New York: Cambridge Univ. Press, 1985.
8. A. T. Walden, "Estimated cross spectrum matrices and their inverses," submitted for publication.