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Multi‐window spectrum estimation — A linear algebraic approach
Author(s) -
Onn Ruth,
Steinhardt Allan O.
Publication year - 1993
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.4480070204
Subject(s) - measure (data warehouse) , window (computing) , reliability (semiconductor) , computer science , algebraic number , contrast (vision) , spectrum (functional analysis) , algorithm , mathematics , algebraic equation , mathematical optimization , nonlinear system , artificial intelligence , data mining , mathematical analysis , power (physics) , physics , quantum mechanics , operating system
Abstract The purpose of this paper is to elucidate the multi‐window method for spectral estimation and sinusoid detection. The multi‐window method, devised by D. J. Thomson, has many features that distinguish it from other spectrum estimation techniques. It has an elegant derivation, starting from first principles and using optimality arguments. It lends itself to performance analysis and provides a built‐in measure of its reliability. In contrast to Thomson's integral equation derivation, we use linear algebraic methods both to treat the problem and to develop the solution. In addition to the tutorial, we present an overview of published generalizations and analyses of the method.