Journal ArticleDOI
An empirical investigation of the properties of the autoregressive spectral estimator
Mostafa Kaveh,G.R. Cooper +1 more
Reads0
Chats0
TLDR
It is shown that the AR spectral estimator is as stable as that given by its asymptotic variance and is most powerful in estimating narrow spectral peaks with a high signal-to-interference ratio in the signal bandwidth.Abstract:
The autoregressive (AR) spectral estimator is used to make high resolution spectral estimates based on short data records. Measures of a frequency averaged normalized bias and normalized variance of the spectral estimates are introduced. A large number of spectra are generated. Based on the above mentioned measures and visual inspection of the estimates of the generated spectra, the AR and the conventional tapered and transformed (TT) spectral estimates are compared. It is shown that the AR spectral estimator is as stable as that given by its asymptotic variance. It is also shown that the AR spectral estimator is most powerful in estimating narrow spectral peaks with a high signal-to-interference ratio in the signal bandwidth.read more
Citations
More filters
Journal ArticleDOI
Spectrum analysis—A modern perspective
Steven Kay,S.L. Marple +1 more
TL;DR: In this paper, a summary of many of the new techniques developed in the last two decades for spectrum analysis of discrete time series is presented, including classical periodogram, classical Blackman-Tukey, autoregressive (maximum entropy), moving average, autotegressive-moving average, maximum likelihood, Prony, and Pisarenko methods.
Journal ArticleDOI
Extrapolation algorithms for discrete signals with application in spectral estimation
A. Jain,S. Ranganath +1 more
TL;DR: It is shown that many of the existing extrapolation algorithms for noiseless observations are unified under the criterion of minimum norm least squares (MNLS) extrapolation, and some new algorithms useful for extrapolation and spectral estimation of band-limited sequences in one and two dimensions are presented.
Journal ArticleDOI
Autoregressive Estimation of Short Segment Spectra for Computerized EEG Analysis
TL;DR: The merits of three alternative methods for estimating spectral features are compared to the fast Fourier transform (FFT), based on autoregressive (AR) modeling, and it is demonstrated that a fifth-order filter is sufficient to estimate EEG characteristics in 90 percent of the cases.
Journal ArticleDOI
The application of auto–regressive time series modelling for the time–frequency analysis of civil engineering structures
TL;DR: In this paper, the authors apply the auto-regressive time series modelling approach to produce spectral estimates of two such problems, i.e., non-stationary data obtained from the large amplitude response of a cable stayed bridge to wind excitation and non-linear data from modal testing of cracked reinforced concrete beams.
Journal ArticleDOI
Application of time series spectral analysis theory: analysis of cardiovascular variability signals
TL;DR: The paper focuses on the most important application problems commonly encountered in spectral analysis of short-term recordings of cardiovascular variability signals (CVSs), critically analysing the different approaches to these problems presented in the literature and suggesting practical solutions based on sound theoretical and empirical considerations.
References
More filters
Journal ArticleDOI
The Mathematical Theory of Communication
TL;DR: The theory of communication is extended to include a number of new factors, in particular the effect of noise in the channel, and the savings possible due to the statistical structure of the original message anddue to the nature of the final destination of the information.
Journal ArticleDOI
High-resolution frequency-wavenumber spectrum analysis
TL;DR: In this article, a high-resolution frequency-wavenumber power spectral density estimation method was proposed, which employs a wavenumber window whose shape changes and is a function of the wave height at which an estimate is obtained.
Book
The Measurement Of Power Spectra: From The Point Of View Of Communications Engineering
Ralph B Blackman,John W. Tukey +1 more
TL;DR: This account attempts to provide and relate the necessary ideas and techniques in reasonable detail to develop the insight necessary to plan both the acquisition of adequate data and sound procedures for its reduction to meaningful estimates.