Attenuation Estimation From Correlated Sequences

Attenuation Estimation From Correlated Sequences

We calculate the frequency-dependent variance of the log spectral ratio for correlated time series. This is used to produce a weighted least-squares approach to attenuation estimation, with weights calculated from estimated coherence. Applications to synthetic and real data illustrate that, for corr...

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Veröffentlicht in:IEEE transactions on signal processing 2007-01, Vol.55 (1), p.378-383
Hauptverfasser: Medkour, T., Walden, A.T.
Format: Artikel
Sprache:eng
Schlagworte:
Aerodynamics
Applied sciences
Attenuation
Back
Bayesian methods
Biomedical imaging
Coherence
Correlation
Data analysis
Detection, estimation, filtering, equalization, prediction
Estimates
Exact sciences and technology
Frequency estimation
Image segmentation
Information, signal and communications theory
Interpolation
Least squares method
Mathematical analysis
Noise reduction
Signal and communications theory
Signal, noise
Spectra
spectral ratios
Telecommunications and information theory
Time series
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Beschreibung
Zusammenfassung:We calculate the frequency-dependent variance of the log spectral ratio for correlated time series. This is used to produce a weighted least-squares approach to attenuation estimation, with weights calculated from estimated coherence. Applications to synthetic and real data illustrate that, for correlated series, the method improves significantly on traditional unweighted least-squares attenuation estimates
ISSN:1053-587X
1941-0476
DOI:10.1109/TSP.2006.885682