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Consistent Nonparametric Spectrum Estimation Via Cepstrum Thresholding

Author(s): Moram Venkatanarayana | T. Jayachandra Prasad

Journal: Signal Processing : An International Journal
ISSN 1985-2339

Volume: 4;
Issue: 5;
Start page: 292;
Date: 2010;
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Keywords: Cepstrum | Cramer Rao Lower Bound | Consistency | Unbiasedness

For stationary signals, there are number of power spectral density estimation techniques. The main problem of power spectral density (PSD)estimation methods is high variance. Consistent estimates may be obtained by suitable processing of the empirical spectrum estimates (periodogram). This may be done using window functions. These methods all require the choice of a certain resolution parameters called bandwidth. Various techniques produce estimates that have a good overall bias Vs variance tradeoff. In contrast, smooth components of this spectral required a wide bandwidth in order to achieve a significant noise reduction. In this paper, we explore the concept of cepstrum for non parametric spectral estimation. The method developed here is based on cepstrum thresholding for smoothed non parametric spectral estimation. The algorithm for Consistent Minimum Variance Unbiased Spectral estimator is developed and implemented, which produces good results for Broadband and Narrowband signals.

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