This paper presents a novel power spectral density estimation technique for
band-limited, wide-sense stationary signals from sub-Nyquist sampled data. The
technique employs multi-coset sampling and incorporates the advantages of
compressed sensing (CS) when the power spectrum is sparse, but applies to
sparse and nonsparse power spectra alike. The estimates are consistent
piecewise constant approximations whose resolutions (width of the piecewise
constant segments) are controlled by the periodicity of the multi-coset
sampling. We show that compressive estimates exhibit better tradeoffs among the
estimator's resolution, system complexity, and average sampling rate compared
to their noncompressive counterparts. For suitable sampling patterns,
noncompressive estimates are obtained as least squares solutions. Because of
the non-negativity of power spectra, compressive estimates can be computed by
seeking non-negative least squares solutions (provided appropriate sampling
patterns exist) instead of using standard CS recovery algorithms. This
flexibility suggests a reduction in computational overhead for systems
estimating both sparse and nonsparse power spectra because one algorithm can be
used to compute both compressive and noncompressive estimates.Comment: 26 pages, single spaced, 9 figure
