Lag-windowing and multiple-data-windowing are roughly equivalent for smooth spectrum estimation
Date
1999
Authors
Mullis, Clifford T., 1943-, author
Scharf, Louis L., author
McCloud, Michael L., author
IEEE, publisher
Journal Title
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Abstract
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.
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Subject
matrix decomposition
Toeplitz matrices
mean square error methods
spectral analysis
channel bank filters
estimation theory
sequences
low-pass filters