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Applications
Deterministic Signals
Energy Spectral Density
Random Signals
First Deﬁnition of PSD
Second Deﬁnition of PSD
Properties of the PSD
Transfer of PSD Through Linear Systems
Covariance Estimators (or Sample Covariances)
Relationship Between^
Statistical Performance of^
Bias Analysis of the Periodogram
Bartlett WindowW
Smearing and Leakage
Periodogram Bias Properties
Periodogram Variance
Discrete Fourier Transform (DFT)
FFT Computation Count
Blackman-Tukey Method
Blackman-Tukey Method, con't
Window Design Considerations
Window Design, con't
Window Examples
Bartlett Method
Comparison of Bartlett and Blackman-Tukey Estimates
Welch Method
Daniell Method
Summary of Periodogram Methods
Basic Idea of Parametric Spectral Estimation
AR, MA, and ARMA Models
ARMA Covariance Structure
AR Signals: Yule-Walker Equations
AR Spectral Estimation: YW Method
AR Spectral Estimation: LS Method
Levinson–Durbin Algorithm
MA Signals
MA Spectrum Estimation
ARMA Signals
ARMA Spectrum Estimation
Two-Stage Least-Squares Method
Modiﬁed Yule-Walker Method
SummaryofParametricMethodsforRationalSpectra
Line Spectra
Line Spectral Signal Model
Covariance Function and PSD
Parameter Estimation
Nonlinear Least Squares (NLS) Method
Nonlinear Least Squares (NLS) Method, con't
NLS Properties
Unwindowed Periodogram as an Approximate NLS Method
Unwindowed Periodogram as an Approximate NLS Method, con't
High-Order Yule-Walker Method
High-Order Yule-Walker Method, con't
High-Order and Overdetermined YW Equations
High-Order and Overdetermined YW Equations, con't
HOYW Equations, Practical Solution
The Covariance Matrix Equation
and Its Properties,
con't
MUSIC Method
Spectral and Root MUSIC Methods
Pisarenko Method
Min-Norm Method
Min-Norm Method, con't
Min-Norm Method: Determining^g
ESPRIT Method
ESPRIT Implementation
SummaryofFrequencyEstimationMethods
Basic Ideas
FilterBankApproachtoSpectralEstimation
Filter Bank Interpretation of the Periodogram
Possible Improvements to the Filter Bank Approach
Capon Method
Capon Method, con't
Capon Properties
Relation between Capon and Blackman-Tukey Methods
Relation between Capon and AR Methods
The Spatial Spectral Estimation Problem
Simplifying Assumptions
Array Model — Single Emitter Case
Narrowband Assumption
Complex Signal Representation
Vector Representation for a Narrowband Source
AnalogProcessingBlockDiagram
Multiple Emitter Case
Uniform Linear Arrays
Spatial Frequency
Spatial Filtering
Spatial Filtering, con't
Spatial Filtering Uses
Nonparametric Spatial Methods
Beamforming Method
Implementation of Beamforming
Yule-Walker Method
YW-MUSIC DOA Estimator
MUSIC and Min-Norm Methods
ESPRIT Method, con't
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Spectral Estimation 2

# Spectral Estimation 2

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03/12/2012

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