Journal ArticleDOI
On the implementation of a short-time spectral analysis method for system identification
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TLDR
This paper discusses several important aspects of the implementation of a short-time spectral analysis approach to the problems of spectral estimation and system identification.Abstract:
Recent work has demonstrated the utility of a short-time spectral analysis approach to the problems of spectral estimation and system identification. In this paper several important aspects of the implementation are discussed. Included is a discussion of the computational effects (e.g., storage, running time) of the various analysis parameters. A computer program is included which illustrates one implementation of the method.read more
Citations
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Journal ArticleDOI
Nonparametric preprocessing in system identification: A powerful tool
TL;DR: The properties of existing non-parametric methods for estimating the plant and noise transfer functions of a linear dynamic system are studied based on the recent insight that leakage errors in the frequency domain have a smooth nature that is completely similar to the initial transients in the time domain.
Journal ArticleDOI
Spectral estimation using combined time and lag weighting
A.H. Nuttall,G.C. Carter +1 more
TL;DR: A five-step method for spectral estimation that combines time and lag weighting and leads to a procedure that requires less than one-half the computations of standard methods is presented.
Journal ArticleDOI
Efficient least squares FIR system identification
TL;DR: In this article, a finite impulse response (FIR) system identification is performed by minimizing the squared error between the measured system output and an estimate from an FIR system output, and a set of least squares normal equations to be solved for the FIR system coefficients is obtained.
ReportDOI
Wavelet: A New Tool for Business Cycle Analysis
TL;DR: In this article, a wavelet-based time-frequency analysis was proposed to characterize and understand not only the timing of shocks that trigger the business cycle, but also situations where the frequency of the business cycles shifts in time.
Patent
Signal noise reduction by spectral substraction using linear convolution and causal filtering
TL;DR: In this paper, low-order spectrum estimates are used to form a gain function having a desired low variance which in turn reduces musical tones in the spectral subtraction output signal, and the gain function can be further smoothed across blocks using input spectrum dependent exponential averaging.
References
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Journal ArticleDOI
A unified approach to short-time Fourier analysis and synthesis
TL;DR: The effects of modifications made to the short-time transform are explicitly shown on the resulting signal and it is shown that a formal duality exists between the two synthesis methods based on the properties of the window used for obtaining theshort-time Fourier transform.
Journal ArticleDOI
Short term spectral analysis, synthesis, and modification by discrete Fourier transform
TL;DR: In this article, a theory of short term spectral analysis, synthesis, and modification is presented with an attempt at pointing out certain practical and theoretical questions, which are useful in designing filter banks when the filter bank outputs are to be used for synthesis after multiplicative modifications are made to the spectrum.
Book
Multichannel Time Series Analysis With Digital Computer Programs
TL;DR: In this article, a multichannel time series analysis with digital computer programs is presented, which is based on the time-series analysis of the time series of a TV channel.
Journal ArticleDOI
Toeplitz Matrix Inversion: The Algorithm of W. F. Trench
TL;DR: The algorithm of W. F. Trench for the inversion of Toeplitz matrices is presented with a detailed proof for the case of non-Hermitian matrices.