A robust periodogram for high-resolution spectral analysis

DOI10.1016/J.SIGPRO.2010.01.012MaRDI QIDQ985525zbMATH OpenOpenAlexFDO

Authors Ta-Hsin Li

Publication date 6 August 2010

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2010.01.012

zbMATH Keywords

frequency estimationharmonicheavy tailleast absolute deviationsnon-Gaussiannonlinearoutlierperiodogramregressionrobustsinusoidspectrum

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Recommendations

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Cites work

• A Simplex Method for Function Minimization
• Estimation of the Parameters of Sinusoidal Signals in Non-Gaussian Noise
• Fourier analysis of time series. An introduction.
• scientific article; zbMATH DE number 3852235 (Why is no real title available?)
• Laplace Periodogram for Time Series Analysis
• On the estimation of a harmonic component in a time series with stationary independent residuals
• Robust M-estimates of the frequency and amplitude of a complex-valued harmonic.
• Single tone parameter estimation from discrete-time observations
• Statistical data analysis based on the \(L_1\)-norm and related methods. With the technical assistance of Giuseppe Melfi. Papers of the 4th international conference on statistical analysis on the \(L_1\)-norm and related methods, Neuchâtel, Switzerland,
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors
• THE RESOLUTION OF CLOSELY ADJACENT SPECTRAL LINES

Cited in

(12)

• Penalised quantile periodogram for spectral estimation
• Composite quantile periodogram for spectral analysis
• Time series with mixed spectra
• On robust spectral analysis by least absolute deviations
• Laplace Periodogram for Time Series Analysis
• MULTI-FREQUENTIAL PERIODOGRAM ANALYSIS AND THE DETECTION OF PERIODIC COMPONENTS IN TIME SERIES
• Multiple-Window Cepstrum Analysis for Estimation of Periodicity
• Nonlinear Spectral Analysis: A Local Gaussian Approach
• On a three-term variant of the Lomb periodogram
• Robust \(M\)-periodogram with dichotomous search
• From zero crossings to quantile-frequency analysis of time series with an application to nondestructive evaluation
• Low complexity DFT-domain noise PSD tracking using high-resolution periodograms

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