Spectral estimation in frequency-domain by subspace techniques

Akcay H.

SIGNAL PROCESSING, cilt.101, ss.204-217, 2014 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 101
  • Basım Tarihi: 2014
  • Doi Numarası: 10.1016/j.sigpro.2014.02.015
  • Dergi Adı: SIGNAL PROCESSING
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.204-217
  • Anahtar Kelimeler: Identification, Spectrum, Subspace method, Periodogram, Welch estimator, Dynamic factor model, IDENTIFICATION, ALGORITHMS, MODELS, INFORMATION, VARIABLES, MATRICES
  • Anadolu Üniversitesi Adresli: Evet

Özet

In this paper, frequency-domain subspace-based algorithms are proposed to estimate discrete-time cross-power spectral density (cross-PSD) and auto-power spectral density (auto-PSD) matrices from samples of the Welch cross-PSD and auto-PSD estimators on uniform grids of frequencies. The proposed algorithms are shown to be strongly consistent. A link between the well-known time-domain covariance-based estimation methods and the frequency-domain realization-based methods of this paper is also established. The consistency of the proposed algorithms is not expected a priori since the periodograms are not consistent spectrum estimators even if the true power spectrum is rational. The algorithms are tested on numerical examples and a real-life application example concerned with the modeling of acoustic spectra for fault detection in induction motors. (C) 2014 Elsevier B.V. All rights reserved.