Power spectrum estimation from values of noisy autocorrelations


The problem of estimating the power spectrum from noisy autocorrelation values is considered in this paper, and it is proposed that in order to reduce errors, oversampling of the available time domain data should be employed. The oversampling problem is discussed from the frame theory point of view, and it is shown that the frame reconstruction represents an improvement upon the standard correlogram, windowing, and autoregressive modelling approaches.

Publication DOI: https://doi.org/10.1016/0165-1684(96)00025-4
Divisions: College of Engineering & Physical Sciences > School of Informatics and Digital Engineering > Mathematics
College of Engineering & Physical Sciences > Systems analytics research institute (SARI)
Additional Information: Copyright © 1996 Published by Elsevier Science B.V.
Uncontrolled Keywords: power spectrum,noisy autocorrelation values,errors,oversampling problem,frame theory,standard correlogram,windowing,autoregressive modelling approaches
Publication ISSN: 1872-7557
Full Text Link:
Related URLs: https://www.sci ... 0254?via%3Dihub (Publisher URL)
PURE Output Type: Article
Published Date: 1996-05
Authors: Rebollo Neira, L. (ORCID Profile 0000-0002-7420-8977)
Constantinides, A.G.



Version: Accepted Version

Access Restriction: Restricted to Repository staff only

Export / Share Citation


Additional statistics for this record