A Multi-Taper S-Transform Method for Spectral Estimation of Stationary Processes

被引：15
|
作者：
Huang, Zifeng [1 ]
Xu, You-Lin [1 ]
机构：
[1] Hong Kong Polytech Univ, Dept Civil & Environm Engn, Hong Kong 999077, Peoples R China
来源：
IEEE TRANSACTIONS ON SIGNAL PROCESSING | 2021年 / 69卷
关键词：
Coherence; MTST method; multi-taper; multi-variate stationary process; circular overlap; power spectral density; S-transform; LOCALIZATION; BIAS;
D O I：
10.1109/TSP.2021.3057488
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 S-transform (ST) is a method of time-frequency analysis of time series. We develop here the Multi-taper S-transform (MTST) for spectral estimation of multi-variate stationary processes through replacing the scalable Gaussian window of the ST with scalable, adjustable orthogonal time-frequency Hermite functions. The MTST is shown to reduce bias and variance of power spectral density (PSD) estimates and coherence over the entire frequency domain and compares favourably with the estimates obtained with the Welch and Multi-taper methods. The MTST method has been successfully applied to data from two anemometers in Hong Kong, during Typhoon Mangkhut, for the estimation of PSD and coherence.
引用
收藏
页码：1452 / 1467
页数：16
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