利用最小化代价函数方法实现多窗口谱分析

Multitaper Spectral Analysis Based on A Cost Minimzation Approach

利用最小化代价函数的方法推导了一种谱分析的多窗口。性能分析的结果表明，此方法与离散长球序列多窗口谱分析方法具有相当的估计偏差与方差性能。与离散长球序列多窗口相比，此方法得到的多窗口具有直观的解析表达式而无须求解矩阵的特征分解问题，因而具有较小的计算量。通过对离散白噪声与ＡＲ过程进行的多窗口谱分析对比实验，验证了此方法的有效性和正确性。

A multitaper spectral estimator is built based on the minimization of a cost function. It isindicated by the performance analysis that the approach here has comparative bias and variance as theapproach of discrete prolate spheroidal sequence multitaper spectral analysis. Compared with the DPSS,instead of solving the problem of matrix eigenvalues, the multitaper in this paper needs less calculationwith intuitionistic and analytical expression of tapers. The validity and the correctness of the approach areverified by the computer emulation of a discrete white noise sequence and an AR progress.