Month: December 2015

CSP Estimators: The Time Smoothing Method

The non-blind spectral-correlation estimator called the TSM is favored when one wishes to avoid long FFTs.

In a previous post, we introduced the frequency-smoothing method (FSM) of spectral correlation function (SCF) estimation. The FSM convolves a pulse-like smoothing window g(f) with the cyclic periodogram to form an estimate of the SCF. An advantage of the method is that it allows fine control over the spectral resolution of the SCF estimate through the choice of g(f), but the drawbacks are that it requires a Fourier transform as long as the data-record undergoing processing, and the convolution can be expensive. However, the expense of the convolution can be mitigated by using rectangular g(f).

In this post, we introduce the time-smoothing method (TSM) of SCF estimation. Instead of averaging (smoothing) the cyclic periodogram over spectral frequency, multiple cyclic periodograms are averaged over time. When the non-conjugate cycle frequency of zero is used, this method produces an estimate of the power spectral density, and is essentially the Bartlett spectrum estimation method. The TSM can be found in My Papers [6] (Eq. (54)), and other places in the literature.

Continue reading “CSP Estimators: The Time Smoothing Method”