Adaptive smoothing of the log-spectrum with multiple tapering
نویسنده
چکیده
A hybrid estimator of the log-spectral density of a stationary time series is proposed. First, a multiple taper estimate is performed, followed by kernel smoothing the log-multiple taper estimate. This procedure reduces the expected mean square error by (π 2 4) 4/5 over simply smoothing the log tapered periodogram. A data adaptive implementation of a variable bandwidth kernel smoother is given.
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ورودعنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 44 شماره
صفحات -
تاریخ انتشار 1996