循环谱密度的两通道最大嫡谱估计
ESTIMATION OF CYCLIC SPECTRA USING TWO-CHANNEL COMPLEX MAXIMUM ENTROPY (AUTOREGRESSIVE) SPECTRAL ANALYSIS
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摘要: 对周期平稳随机过程的循环谱密度的估计,过去主要采用时域平均周期图法和频域平滑周期图法,但当短数据时,上述方法的分辨率很低,方差很大。本文提出了循环谱密度的两通道最大熵谱估计,该方法不仅具有很高的分辨率,而且估计的方差也很小,具有较好的估计性能。Abstract: The main methods for estimation of cyclic spectra for cyclostationary processes are temporally smoothed cyclic periodogram and spectrally smoothed cyclic periodogram. In case of short record length, both methods have low resolution and reliability. This paper uses two-channel complex maximum entropy (autoregressive) spectral analysis method to estimate cyclic spectra. Fine performances such as resolution and reliability can be obtained with this method.
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Gardner W A. The spectral correlation theory of cyclostationary time-series. Signal Processing [EURASIP], 1986, 11(1): 13-36.[2]Gardner W A. Introduction to Random Processes with Applications to Signals and Systems. Second Edition, NY: McGraw-Hill Inc, 1990, chapter 12.[3]Gardner W A. Measurement of spectral correlation. IEEE Tans. on ASSP, 1986, ASSP-34(5): 1111-1123.[4]杨叔子,吴雅,等.时间序列分析的工程应用.武汉:华中理工大学出版社,1992, 12章.[5]Otto Neall Strand. Multichannel complex maximum entropy (autoregressive) spectral analysis. IEEE Trans. on Automatic Control, 1977, AC-22(4): 634-640. -
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