An Overdetermined System for Improved Autocorrelation Based Spectral Moment Estimator Performance

Autocorrelation based spectral moment estimators are typically derived using the Fourier transform relationship between the power spectrum and the autocorrelation function along with using either an assumed form of the autocorrelation function, e.g., Gaussian, or a generic complex form and applying properties of the characteristic function. Passarelli has used a series expansion of the general complex autocorrelation function and has expressed the coefficients in terms of central moments of the power spectrum. A truncation of this series will produce a closed system of equations which can be solved for the central moments of interest. The autocorrelation function at various lags is estimated from samples of the random process under observation. These estimates themselves are random variables and exhibit a bias and variance that is a function of the number of samples used in the estimates and the operational signal-to-noise ratio. This contributes to a degradation in performance of the moment estimators. This dissertation investigates the use autocorrelation function estimates at higher order lags to reduce the bias and standard deviation in spectral moment estimates. In particular, Passarelli's series expansion is cast in terms of an overdetermined system to form a framework under which the application of additional autocorrelation function estimates at higher order lags can be defined and assessed. The solution of the overdetermined system is the least squares solution. Furthermore, an overdetermined system can be solved for any moment or moments of interest and is not tied to a particular form of the power spectrum or corresponding autocorrelation function. As an application of this approach, autocorrelation based variance estimators are defined by a truncation of Passarelli's series expansion and applied to simulated Doppler weather radar returns which are characterized by a Gaussian shaped power spectrum. The performance of the variance estimators determined from a closed system is shown to improve through the application of additional autocorrelation lags in an overdetermined system. This improvement is greater in the narrowband spectrum region where the information is spread over more lags of the autocorrelation function. The number of lags needed in the overdetermined system is a function of the spectral width, the number of terms in the series expansion, the number of samples used in estimating the autocorrelation function, and the signal-to-noise ratio. The overdetermined system provides a robustness to the chosen variance estimator by expanding the region of spectral widths and signal-to-noise ratios over which the estimator can perform as compared to the closed system

Radar target classification by natural resonances : system analysis

This thesis examines the system implementation considerations of a resonance based radar target classification system. The basis of the system is the aspect and excitation independent property of electromagnetic scattering from a conducting body. Such a system consists of two components: pole extraction and annihilation filtering. The algorithms investigated here for these purposes are the Cadzow-Solomon pole extraction algorithm and the K-Pulse annihilation filter. Additionally, an aspect-dependent annihilation filter based on an inverse ARMA model is introduced. The procedures are applied to noise polluted synthetic data, as well as scattering data collected for a thin-wire and silver coated 172 scale model aircraft.http://archive.org/details/radartargetclass1094534927Captain, United States Marine CorpsApproved for public release; distribution is unlimited

Robust parametric modeling of speech in additive white Gaussian noise

ABSTRACT: In estimating the linear prediction coefficients for an autoregressive spectral model, the concept of using the Yule-Walker equations is often invoked. In case of additive white Gaussian noise (AWGN), a typical parameter compensation method involves using a minimal set of Yule-Walker equation evaluations and removing a noise variance estimate from the principal diagonal of the autocorrelation matrix. Due to a potential over-subtraction of the noise variance, however, this method may not retain the symmetric Toeplitz structure of the autocorrelation matrix and there- by may not guarantee a positive-definite matrix estimate. As a result, a significant decrease in es- timation performance may occur. To counteract this problem, a parametric modelling of speech contaminated by AWGN, assuming that the noise variance can be estimated, is herein presented. It is shown that by combining a suitable noise variance estimator with an efficient iterative scheme, a significant improvement in modelling performance can be achieved. The noise variance is esti- mated from the least squares analysis of an overdetermined set of p lower-order Yule-Walker eq- uations. Simulation results indicate that the proposed method provides better parameter estimates in comparison to the standard Least Mean Squares (LMS) technique which uses a minimal set of evaluations for determining the spectral parameters

Estimation of Autoregressive Parameters from Noisy Observations Using Iterated Covariance Updates

Estimating the parameters of the autoregressive (AR) random process is a problem that has been well-studied. In many applications, only noisy measurements of AR process are available. The effect of the additive noise is that the system can be modeled as an AR model with colored noise, even when the measurement noise is white, where the correlation matrix depends on the AR parameters. Because of the correlation, it is expedient to compute using multiple stacked observations. Performing a weighted least-squares estimation of the AR parameters using an inverse covariance weighting can provide significantly better parameter estimates, with improvement increasing with the stack depth. The estimation algorithm is essentially a vector RLS adaptive filter, with time-varying covariance matrix. Different ways of estimating the unknown covariance are presented, as well as a method to estimate the variances of the AR and observation noise. The notation is extended to vector autoregressive (VAR) processes. Simulation results demonstrate performance improvements in coefficient error and in spectrum estimation

Two-dimensional spectrum estimation using the radon transform

An alternative approach to two-dimensional power spectrum estimation incorporating the Radon transform in conjunction with each of the one-dimensional periodogram, Blackman-Tukey, and Autoregressive parameter estimation algorithms is examined. The Radon transform is used to express a two-dimensional data set in terms of its projections onto a set of one-dimensional radial lines, effectively reducing the two-dimensional estimation problem to a series of one-dimensional problems. The resulting two-dimensional power spectrum estimates are compared to the known power spectra for a variety of data types. The Radon transform approach combined with autoregressive parameter estimation can provide a high-resolution power spectrum estimate, effectively surpassing the resolution limitations of the Fourier methods without the cumbersome implementations of the more direct high resolution estimation methods in two dimensions

Rational invariant subspace approximations with applications

Includes bibliographical references.Subspace methods such as MUSIC, Minimum Norm, and ESPRIT have gained considerable attention due to their superior performance in sinusoidal and direction-of-arrival (DOA) estimation, but they are also known to be of high computational cost. In this paper, new fast algorithms for approximating signal and noise subspaces and that do not require exact eigendecomposition are presented. These algorithms approximate the required subspace using rational and power-like methods applied to the direct data or the sample covariance matrix. Several ESPRIT- as well as MUSIC-type methods are developed based on these approximations. A substantial computational saving can be gained comparing with those associated with the eigendecomposition-based methods. These methods are demonstrated to have performance comparable to that of MUSIC yet will require fewer computation to obtain the signal subspace matrix

Overspecified normal equations for spectral estimation

"June 1983." Originally published as thesis (Dept. of Electrical Engineering and Computer Science, M.S., 1983).Bibliography: p. 68-69.Supported in part by the Advanced Research Projects Agency monitored by ONR under Contract N00014-81-K-0742 NR-049-506 Supported in part by the National Science Foundation under Grant ECS80-07102by David Izraelevitz

Parametric Modelling of EEG Data for the Identification of Mental Tasks

Electroencephalographic (EEG) data is widely used as a biosignal for the identification of different mental states in the human brain. EEG signals can be captured by relatively inexpensive equipment and acquisition procedures are non-invasive and not overly complicated. On the negative side, EEG signals are characterized by low signal-to-noise ratio and non-stationary characteristics, which makes the processing of such signals for the extraction of useful information a challenging task.peer-reviewe