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

Lag-windowing and multiple-data-windowing are roughly equivalent for smooth spectrum estimation McCloud, Michael L. ; Scharf, Louis L. ; Mullis, Clifford T., 1943- "This work was supported by the National Science Foundation under Contract MIP-9529050 and by the Office of Naval Research under Contract N00014-89-J-1070." There is no fundamental difference between lag-windowing a correlation sequence and multiple-windowing a data sequence when the objective is to reduce the mean-squared error of a spectrum estimator. By analyzing the approximate low-rank factorization of a bandlimiting Toeplitz operator, we find that lag-windowed (or spectrally smoothed) spectrum estimators have multiple-data-windowed implementations. This makes the Blackman–Tukey–Grenander–Rosenblatt spectrogram equivalent to the Thomson spectrum estimator (and vice-versa), meaning BTGR spectrograms may be implemented in a multichannel filterbank version of the Thomson estimator. Colorado State University. Libraries 1999 text ; image application/pdf ECElls00014.pdf FACFECEN100403ARTI eng c1999 IEEE

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

McCloud, Michael L. ; Scharf, Louis L. ; Mullis, Clifford T., 1943-

"This work was supported by the National Science Foundation under Contract MIP-9529050 and by the Office of Naval Research under Contract N00014-89-J-1070."

There is no fundamental difference between lag-windowing a correlation sequence and multiple-windowing a data sequence when the objective is to reduce the mean-squared error of a spectrum estimator. By analyzing the approximate low-rank factorization of a bandlimiting Toeplitz operator, we find that lag-windowed (or spectrally smoothed) spectrum estimators have multiple-data-windowed implementations. This makes the Blackman–Tukey–Grenander–Rosenblatt spectrogram equivalent to the Thomson spectrum estimator (and vice-versa), meaning BTGR spectrograms may be implemented in a multichannel filterbank version of the Thomson estimator.

Colorado State University. Libraries

1999

text ; image

application/pdf

ECElls00014.pdf

FACFECEN100403ARTI

eng

c1999 IEEE