| Title | A Welch Method Approximation of the Thomson Multitaper Spectrum Estimator |
| Authors | Maria Sandsten |
| Alternative Location | http://ieeexplore.ieee.org/..., Restricted Access |
| Publication | Signal Processing Conference (EUSIPCO), 2012 Proceedings of the 20th European |
| Year | 2012 |
| Pages | 440 - 444 |
| Document type | Conference paper |
| Conference name | 20th European Signal Processing Conference (EUSIPCO-2012) |
| Conference Date | 2012-08-27/2012-08-31 |
| Conference Location | Bucharest, Romania |
| Status | Published |
| Quality controlled | Yes |
| Language | eng |
| Publisher | IEEE |
| Abstract English | The Thomson multitaper estimator has become successful for<br> spectrum analysis in many application areas. From the aspect<br> of efficient implementation, the so called Welch or WOSA-<br> Weighted Overlap Segment Averaging, has advantages. In the<br> Welch estimator, the same, time-shifted, window is applied to<br> the data-sequence. In this submission, the aim is to find a<br> Welch estimator structure which has a similar performance as<br> the Thomson multitaper estimator. Such a estimator might<br> be more advantageous from real-time computation aspects as<br> the spectra can be estimated when data samples are available<br> and a running average will produce the subsequent averaged<br> spectra. The approach is to restructure the corresponding co-<br> variance matrix of the Thomson estimator to the structure of<br> a Welch estimator and to find a mean square error approxi-<br> mation of the covariance matrix. The resulting window of the<br> Welch estimator should however fulfill the usual properties<br> of a spectrum estimator, such as low-pass structure and well<br> suppressed sidelobes. |
| Keywords | Multitaper, Spectrum, Multiple windows, Thomson, Welch, WOSA, |
| ISBN/ISSN/Other | ISSN: 2219-5491 (online) ISBN: 978-1-4673-1068-0 (print) |
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