Smooth 2-D frequency estimation using covariance fitting

Johan Swärd, Johan Brynolfsson, Andreas Jakobsson, Maria Sandsten

Research output: Chapter in Book/Report/Conference proceedingPaper in conference proceedingpeer-review

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Abstract

In this paper, we introduce a non-parametric 2-D spectral estimator for smooth spectra, allowing for irregularly sampled measurements. The estimate is formed by assuming that the spectrum is smooth and will vary slowly over the frequency grids, such that the spectral density inside any given rectangle in the spectral grid may be approximated well as a plane. Using this framework, the 2-D spectrum is estimated by finding the solution to a convex covariance fitting problem, which has an analytic solution.
%solved using the generalized alternating direction method of multipliers.
Numerical simulations indicate the achievable performance gain as compared to the Blackman-Tukey estimator.
Original languageEnglish
Title of host publicationEuropean Signal Processing Conference
PublisherEURASIP
Number of pages5
Publication statusPublished - 2014
Event22nd European Signal Processing Conference - EUSIPCO 2014 - Lissabon, Portugal
Duration: 2014 Sept 12014 Sept 5
Conference number: 22

Publication series

Name
ISSN (Print)2219-5491

Conference

Conference22nd European Signal Processing Conference - EUSIPCO 2014
Country/TerritoryPortugal
CityLissabon
Period2014/09/012014/09/05

Subject classification (UKÄ)

  • Probability Theory and Statistics

Free keywords

  • 2-D frequency estimation
  • smooth spectrum
  • irregular sampling.

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