Reducing the bias of multitaper spectrum estimates

Details Reducing the bias of multitaper spectrum estimates Reducing the bias of multitaper spectrum estimates

Dec 2007

adsabs.harvard.edu/cgi-bin/nph-data_query?bibcode=2007geoji.171.1269p&link_type=abstract

Geophysical Journal International, Volume 171, Issue 12, pp. 1269-1281.

Astronomy and Astrophysics

Astronomy

5

Curvature, Derivatives, Inverse Problem, Multitaper Spectrum

Scientific paper

The power spectral density of geophysical signals provides information about the processes that generated them. We present a new approach to determine power spectra based on Thomson's multitaper analysis method. Our method reduces the bias due to the curvature of the spectrum close to the frequency of interest. Even while maintaining the same resolution bandwidth, bias is reduced in areas where the power spectrum is significantly quadratic. No additional sidelobe leakage is introduced. In addition, our methodology reliably estimates the derivatives (slope and curvature) of the spectrum. The extra information gleaned from the signal is useful for parameter estimation or to compare different signals.

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