论文标题
使用样品百分位数的修改后的Welch方法的统计属性
Statistical Properties of a Modified Welch Method That Uses Sample Percentiles
论文作者
论文摘要
我们介绍并分析了韦尔奇重叠节段（WOSA）频谱估计器的替代性，更强大的方法。我们的方法计算样本百分位数，而不是在多个期间图上平均以估计功率谱密度（PSD）。提出的估计量的偏差和方差是针对不同的样本量和任意百分位数的。我们发现我们的表达方式与从白色高斯噪声过程中得出的数据之间有着极好的一致性。
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.
