Spectral estimation in frequency-domain by subspace techniques
Spectral estimation in frequency-domain by subspace techniques
复制标题
通过子空间技术进行频域频谱估计
DOI:
10.1016/j.sigpro.2014.02.015
复制
发表时间:
2014
影响因子:
4.4
通讯作者:
H. Akçay
中科院分区:
文献类型:
--
作者:
H. Akçay
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.