Spectral estimation in frequency-domain by subspace techniques

Spectral estimation in frequency-domain by subspace techniques
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通过子空间技术进行频域频谱估计

DOI:
10.1016/j.sigpro.2014.02.015
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发表时间:
2014
期刊:
影响因子:
4.4
通讯作者:
H. Akçay
H. Akçay
中科院分区:
工程技术2区
文献类型:
--
作者:
H. Akçay

文献摘要

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在本文中,频域子空间为基础的算法,提出了估计离散时间互功率谱密度(cross-PSD)和自功率谱密度(auto-PSD)矩阵的样本的Welch交叉PSD和自动PSD估计均匀网格上的频率。所提出的算法被证明是强一致的。建立了基于时域协方差的估计方法和基于频域实现的方法之间的联系。所提出的算法的一致性是不期望的优先级,因为周期图是不一致的谱估计,即使真功率谱是合理的。该算法进行了测试,数值例子和现实生活中的应用实例有关的建模的声谱在感应电动机故障检测。
In this paper, frequency-domain subspace-based algorithms are proposed to estimate discrete-time cross-power spectral density (cross-PSD) and auto-power spectral density (auto-PSD) matrices from samples of the Welch cross-PSD and auto-PSD estimators on uniform grids of frequencies. The proposed algorithms are shown to be strongly consistent. A link between the well-known time-domain covariance-based estimation methods and the frequency-domain realization-based methods of this paper is also established. The consistency of the proposed algorithms is not expecteda priorisince the periodograms are not consistent spectrum estimators even if the true power spectrum is rational. The algorithms are tested on numerical examples and a real-life application example concerned with the modeling of acoustic spectra for fault detection in induction motors.