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Proceedings Paper

A spectral estimation method by non-equinterval smoothing of log periodogram
Author(s): Hisashi Yoshida; Isao Fujimoto; Sho Kikkawa
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Paper 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.

Paper Details

Date Published: 3 September 2008
PDF: 8 pages
Proc. SPIE 7074, Advanced Signal Processing Algorithms, Architectures, and Implementations XVIII, 707411 (3 September 2008); doi: 10.1117/12.801741
Show Author Affiliations
Hisashi Yoshida, Kinki Univ. (Japan)
Isao Fujimoto, Kinki Univ. (Japan)
Sho Kikkawa, Kinki Univ. (Japan)


Published in SPIE Proceedings Vol. 7074:
Advanced Signal Processing Algorithms, Architectures, and Implementations XVIII
Franklin T. Luk, Editor(s)

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