Multivariate spectral estimation based on THREE

doi:10.1016/S1005-8885(15)60664-1

Acta Metallurgica Sinica(English letters) ›› 2015, Vol. 22 ›› Issue (4): 26-32.doi: 10.1016/S1005-8885(15)60664-1

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Multivariate spectral estimation based on THREE

Li Ying, Wang Jian, Song Zhanjie

1. School of Science, Tianjin University, Tianjin 300072, China 2. National Ocean Technology Center, Tianjin 300112, China 3. Institute of TV and Image Information, Tianjin University, Tianjin 300072, China

Received:2014-09-15 Revised:2015-04-01 Online:2015-08-28 Published:2015-08-28
Contact: Ying LI E-mail:jianwang@tju.edu.cn
Supported by:
the National Natural Science Foundation of China (61379014).

Abstract

Abstract: Power spectrum estimation is to use the limited length of data to estimate the power spectrum of the signal. In this paper, we study the recently proposed tunable high-resolution estimator (THREE), which is based on the best approximation to a given spectrum, with respect to different notions of distance between power spectral densities. We propose and demonstrate a different distance for the optimization part to estimate the multivariate spectrum. Its effectiveness is tested through Matlab simulation. Simulation shows that our approach constitutes a valid estimation procedure. And we also demonstrate the superiority of the method, which is more reliable and effective compared with the standard multivariate identification techniques.

Key words: MATLAB simulation.

CLC Number:

TN911.7

Li Ying, Wang Jian, Song Zhanjie. Multivariate spectral estimation based on THREE[J]. Acta Metallurgica Sinica(English letters), 2015, 22(4): 26-32.

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