THE EFFECTIVE BANDWIDTH OF A MULTITAPER SPECTRAL ESTIMATOR

Citation
At. Walden et al., THE EFFECTIVE BANDWIDTH OF A MULTITAPER SPECTRAL ESTIMATOR, Biometrika, 82(1), 1995, pp. 201-214
Citations number
11
Categorie Soggetti
Mathematical Methods, Biology & Medicine","Statistic & Probability
Journal title
ISSN journal
00063444
Volume
82
Issue
1
Year of publication
1995
Pages
201 - 214
Database
ISI
SICI code
0006-3444(1995)82:1<201:TEBOAM>2.0.ZU;2-2
Abstract
The bandwidth of a spectral estimator is a measure of the minimum sepa ration in frequency between approximately uncorrelated spectral estima tes. We determine an effective bandwidth measure for multitaper spectr al estimators, a relatively new and very powerful class of spectral es timators proving to be very valuable whenever the spectrum of interest is detailed and/or varies rapidly with a large dynamic range. The mul titaper spectral estimator is the average of several direct spectral e stimators, each of which uses one of a set of orthogonal tapers. We sh ow that the equivalent width of the autocorrelation of the overall spe ctral window is a suitable measure of the effective bandwidth of a mul titaper spectral estimator and illustrate its use in the case of both Slepian and sinusoidal orthogonal tapers. This measure allows a unifie d treatment of bandwidth for the class of quadratic spectral estimator s. Hence, for example, it is now possible properly to compare multitap er spectral estimators with traditional lag window spectral estimators , by assigning a fixed and equal effective bandwidth to both methods. An application is given to the spectral analysis of ocean wave data.