Improved Non-parametric Power Spectrum Estimation using Circular Overlap.

Kurt Barbé; Joannes Schoukens; Rik Pintelon

Improved Non-parametric Power Spectrum Estimation using Circular Overlap.

Electricity

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Abstract

This poster studies non-parametric power spectrum estimation with circular overlap. Although circular overlap imposes a discontinuity on the stochastic process under investigation; it can be shown that for a (Gaussian) ergodic weakly stationary process the power spectrum estimator with circular overlap is asymptotically unbiased. Also the variance decreases due to the overlap.

Original language	English
Title of host publication	IAP VI/4, DYSCO Workshop, Royal Military Academy, Brussels, 22 November 2007
Publication status	Published - 22 Nov 2007

Keywords

estimation

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title = "Improved Non-parametric Power Spectrum Estimation using Circular Overlap.",

abstract = "This poster studies non-parametric power spectrum estimation with circular overlap. Although circular overlap imposes a discontinuity on the stochastic process under investigation; it can be shown that for a (Gaussian) ergodic weakly stationary process the power spectrum estimator with circular overlap is asymptotically unbiased. Also the variance decreases due to the overlap.",

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author = "Kurt Barb{\'e} and Joannes Schoukens and Rik Pintelon",

year = "2007",

month = nov,

day = "22",

language = "English",

booktitle = "IAP VI/4, DYSCO Workshop, Royal Military Academy, Brussels, 22 November 2007",

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TY - CHAP

T1 - Improved Non-parametric Power Spectrum Estimation using Circular Overlap.

AU - Barbé, Kurt

AU - Schoukens, Joannes

AU - Pintelon, Rik

PY - 2007/11/22

Y1 - 2007/11/22

N2 - This poster studies non-parametric power spectrum estimation with circular overlap. Although circular overlap imposes a discontinuity on the stochastic process under investigation; it can be shown that for a (Gaussian) ergodic weakly stationary process the power spectrum estimator with circular overlap is asymptotically unbiased. Also the variance decreases due to the overlap.

AB - This poster studies non-parametric power spectrum estimation with circular overlap. Although circular overlap imposes a discontinuity on the stochastic process under investigation; it can be shown that for a (Gaussian) ergodic weakly stationary process the power spectrum estimator with circular overlap is asymptotically unbiased. Also the variance decreases due to the overlap.

KW - estimation

M3 - Meeting abstract (Book)

BT - IAP VI/4, DYSCO Workshop, Royal Military Academy, Brussels, 22 November 2007

ER -

Improved Non-parametric Power Spectrum Estimation using Circular Overlap.

Abstract

Keywords

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