Adaptive Smoothing of the Log-Spectrum with Multiple Tapering
Methodology
2019-12-03 v1 Audio and Speech Processing
Signal Processing
Statistics Theory
Data Analysis, Statistics and Probability
Statistics Theory
Abstract
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 over simply smoothing the log tapered periodogram. A data adaptive implementation of a variable bandwidth kernel smoother is given.
Keywords
Cite
@article{arxiv.1803.03995,
title = {Adaptive Smoothing of the Log-Spectrum with Multiple Tapering},
author = {Kurt S. Riedel and A. Sidorenko},
journal= {arXiv preprint arXiv:1803.03995},
year = {2019}
}