Abstract
An expression for the mean-square error (MSE) optimal
Wigner cross-spectrum estimator is derived within a wide
class of estimators. Using this expression and a simplemodel
we are able to construct a new estimator which turns out to be
superior compared to standard estimators such as Thomson
multitapers and Welch method on simulated data.
Wigner cross-spectrum estimator is derived within a wide
class of estimators. Using this expression and a simplemodel
we are able to construct a new estimator which turns out to be
superior compared to standard estimators such as Thomson
multitapers and Welch method on simulated data.
| Original language | English |
|---|---|
| Title of host publication | EUSIPCO Proceedings |
| Pages | 2298-2302 |
| Publication status | Published - 2009 |
| Event | 17th European Signal Processing Conference, 2009: EUSIPCO 2009 - Glasgow, Scotland, Glasgow, Scotland, United Kingdom Duration: 2009 Aug 24 → 2009 Aug 28 Conference number: 17 |
Conference
| Conference | 17th European Signal Processing Conference, 2009 |
|---|---|
| Country/Territory | United Kingdom |
| City | Glasgow, Scotland |
| Period | 2009/08/24 → 2009/08/28 |
Subject classification (UKÄ)
- Probability Theory and Statistics