Questions tagged [spectrum-estimation]

59 questions
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possible spectral leakage

If I perform a FFT of a real signal which is limited on time (for example the atmospheric pressure in time from 0s to 5000s), is it possible that the fact that is limited on time can affect the FFT results? I read this thread and I don't know a…
user49811
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An equality in DOA estimation

Suppose we use a uniform linear array for DOA estimation. Assuming neither of the signals and noise are correlated, and the noise power on each sensor is equal, it's well known that the covariance of the received signal can be decomposed…
WuQ
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Second moment properties (covariance) of lag window estimator

We know that the lag window estimator of the spectral density is defined as: $$S^{(lw)}(f)=\int_{-f_{(N)}}^{f_{(N)}}W_m(f-\phi)\hat{S}^{p}(\phi)d\phi=\sum\limits_{\tau=-(N-1)}^{\tau=N-1}w_{\tau,m}s^{(p)}_{\tau}e^{-2\pi f\tau}$$ Where $W_m(f)$ (the…
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Periodogram Averaging

FOR CONSISTENT ESTIMATION OF PSD Let, $x_i(n)$ be a sequence of random variables for $i=1,2, ... , K$ uncorrelated realizations and $\widehat{P}_{(i)}^{per}(e^{jω})$ is their corresponding periodograms. Then, the average of these periodograms is…
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Accurate estimate of the power spectrum at frequencies of with very low power

I am wondering if anyone knows of situations where one would need to accurately estimate the power spectrum of a signal at a frequency where the power is known to be very low, much lower than at other regions of the power spectrum? Suppose the…
JMcB
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