Bayesian interpretation of periodograms

被引:4
作者
Giovannelli, JF [1 ]
Idier, J [1 ]
机构
[1] SUPELEC, Signaux & Syst Lab, Gif Sur Yvette, France
关键词
hyperparameters; penalized criterion; periodograms; quadratic regularization; spectral analysis; windowing; window selection; zero-padding;
D O I
10.1109/78.928692
中图分类号
TM [电工技术]; TN [电子技术、通信技术];
学科分类号
0808 ; 0809 ;
摘要
The usual nonparametric approach to spectral analysis is revisited within the regularization framework, Both usual and windowed periodograms are obtained as the squared modulus of the minimizer of regularized least squares criteria. Then, particular attention is paid to their interpretation within the Bayesian statistical framework, Finally, the question of unsupervised hyper-parameter and window selection is addressed, It is shown that maximum likelihood solution is both formally achievable and practically useful.
引用
收藏
页码:1388 / 1396
页数:9
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