A study on nonlinear averagings to perform the characterization of power spectral density estimation algorithms

摘要

This paper analyzes algorithms which are suitable for spectral estimates of noisy signals in the frequency domain based on the use of the fast Fourier transform (FFT). Several causes of inaccuracy are analyzed and characterized so that the expressions of different components of error on the power spectral density (psd) estimate are given, in terms both of spectral properties of noise and typical parameters of the used filter. These simple expressions point out how an appropriate choice of some window parameters may increase considerably the accuracy of the estimate. The effects of choice on the accuracy are examined. In any case, the performance of the psd estimator can be improved by adopting linear or nonlinear averaging techniques; in the paper the statistical properties of geometric mean of periodograms are particularly examined and compared with those of the more traditional Welch's method. It is proved that, under appropriate conditions, the geometric mean produces a reduction both of bias and variance of psd. Numerical simulations confirm these theoretical results.