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DATA DRIVEN CHOICE OF THRESHOLD IN CEPSTRUM BASED SPECTRUM ESTIMATE

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Author(s): M.Venakatanarayana | Dr.T.Jayachandra Prasad

Journal: Signal & Image Processing
ISSN 2229-3922

Volume: 2;
Issue: 4;
Start page: 145;
Date: 2012;
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Keywords: Cross Validation | Cepstrum | Periodogram | Integrated Mean Square Error | Unbiased and Smoothing.

ABSTRACT
The technique of cepstrum thresholding, which is shown to be an effective, yet simple, way of obtaining asmoothed non parametric spectrum estimate of a stationary signal. The major problem of this method is thechoice of the threshold value for variance reduction of spectrum estimates. This paper proposes a newthreshold selection method which is based on cross validation schemes such as Leave-One-Out, Leave-Two-Out and Leave-Half-Out. This new methods are easy to describe, simple to implement, and does notimpose severe conditions on the unknown spectrum. Numerical results suggest that this new methods areshown to be in agreement with those obtained when the spectrum is fully known.
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