Multitaper power spectrum estimation and thresholding: wavelet packets versus wavelets
نویسندگان
چکیده
منابع مشابه
Multitaper power spectrum estimation and thresholding: wavelet packets versus wavelets
Recently, it was suggested that spectrum estimation can be accomplished by applying wavelet denoising methodology to wavelet packet coefficients derived from the logarithm of a spectrum estimate. The particular algorithm we consider consists of computing the logarithm of the multitaper spectrum estimator, applying an orthonormal transform derived from a wavelet packet tree to the log multitaper...
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Current methods for power spectrum estimation by wavelet thresholding use the empirical wavelet coefficients derived from the log periodogram. Unfortunately, the periodogram is a very poor estimate when the true spectrum has a high dynamic range and/or is rapidly varying. Also, because the distribution of the log periodogram is markedly non-Gaussian, special waveletdependent thresholding scheme...
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The most commonly applied technique to obtain an estimated power spectrum ) ( ˆ f S of a sampled time series ) (t x of finite length N, is to compute the Fourier transform ) 2 ( f j X , followed by multiplication by its complex conjugate and scaling by the length of the finite observation, i.e. N f j X f j X f S / ) 2 ( ) 2 ( ) ( ˆ * (see Chapter 7 in van Drongelen, 2007). The reliabi...
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Estimation of the power spectrum S( f ) of a stationary random process can be viewed as a nonparametric statistical estimation problem. We introduce a nonparametric approach based on a wavelet representation for the logarithm of the unknown S( f ). This approach offers the ability to capture statistically significant components of lnS( f ) at different resolution levels and guarantees nonnegati...
متن کاملWavelet Packet Thresholding and Spectrum Estimation
We consider the recent suggestion that spectrum estimation can be accomplished by applying wavelet denoising methodology to wavelet packet coefficients derived from the logarithm of a spectrum estimate. The particular algorithm we consider consists of computing the logarithm of the multitaper spectrum estimator, applying an orthonormal transform derived from a wavelet packet table to the log mu...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2002
ISSN: 1053-587X
DOI: 10.1109/tsp.2002.805503