Weighting effect on the discrete time Fourier transform of noisy signals
Weighting effect on the discrete time Fourier transform of noisy signals
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DOI：
10.1109/19.119777
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发表时间：
1991-12
影响因子：
5.6
通讯作者：
C. Offelli;D. Petri
中科院分区：
文献类型：
--
作者：
C. Offelli;D. Petri
研究了加权对加性噪声污染信号的离散时间傅里叶变换(DTFT)样本不确定性的影响。在很弱的假设下，给出了所采用的窗序列和噪声的自协方差函数对频域数据的二阶随机矩的影响。所得到的关系式推广了文献中的结果，并在许多频域估计问题中有用。文中给出了利用变换二阶矩的知识，将最小二乘法应用于频域多频信号参数估计的方法。当在实时约束下需要高精度结果时，所得到的估计器是非常有用的。与文献中提出的类似频域方法相比，该方法具有更好的精度。>；
The effect of weighting on the uncertainty of the discrete time Fourier transform (DTFT) samples of a signal corrupted by additive noise is investigated. Making very weak assumptions, it is shown how the adopted window sequence and the autocovariance function of the noise affect the second-order stochastic moments of the frequency-domain data. The relationship obtained extends the results reported in the literature and is useful in many frequency-domain estimation problems. It is shown how the knowledge of the second-order moments of the transform has allowed the application of the least squares technique for the estimation of the parameters of a multifrequency signal in the frequency-domain. The estimator obtained is very useful when high-accuracy results are required under real-time constraints. The procedure exhibits a better accuracy than similar frequency-domain methods proposed in the literature. >