Multitaper spectral estimation and off-grid compressive sensing: MSE estimates

摘要

We present our recent work on Mean Squared Error (MSE) bounds for Thomson's multitaper spectral estimator [5]. The main result provides a description of the average of the critical number of squared Slepian functions. As a further application we obtain MSE bounds for the approximation of multi-band signals using the dictionary of modulated Slepian sequences introduced by Davenport and Wakin.