| Paper ID | SPTM-8.3 |
| Paper Title |
STATISTICAL PROPERTIES OF A MODIFIED WELCH METHOD THAT USES SAMPLE PERCENTILES |
| Authors |
Felix Schwock, Shima Abadi, University of Washington, United States |
| Session | SPTM-8: Estimation Theory and Methods 2 |
| Location | Gather.Town |
| Session Time: | Wednesday, 09 June, 13:00 - 13:45 |
| Presentation Time: | Wednesday, 09 June, 13:00 - 13:45 |
| Presentation |
Poster
|
| Topic |
Signal Processing Theory and Methods: [SSP] Statistical Signal Processing |
| IEEE Xplore Open Preview |
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| Virtual Presentation |
Click here to watch in the Virtual Conference |
| Abstract |
We present and analyze an alternative, more robust approach to the Welch’s overlapped segment averaging (WOSA) spectral estimator. Our method computes sample percentiles instead of averaging over multiple periodograms to estimate power spectral densities (PSDs). Bias and variance of the proposed estimator are derived for varying sample sizes and arbitrary percentiles. We have found excellent agreement between our expressions and data sampled from a white Gaussian noise process. |
