Digital Signal Processing Reference
In-Depth Information
Periodogram
(rectangular)
.
.
.
.
.
MV power
order 30
.
.
.
.
.
MV power
order 30
.
.
.
.
.
Figure 7.10.
NMV estimator in relation to the MV estimator and to the periodogram for the
estimation of the power spectral density of the sum of two sinusoids at close frequencies
(0.25 and 0.26 Hz, sampling frequency 128 time-sample signal sampling at 1 Hz) of
the same amplitude 1 and of the signal on noise ratio 10 dB. Horizontal axes: frequency
7.5.3.
Convergence of the NMV estimator
It is of interest to study the asymptotic properties of the NMV estimator, which
justify its utilization. Let us consider the intermediate expression of the estimator
given by equation [7.38] and which can be written in the following form:
⎛
1
⎞
()
RA
=
⎜
S
f
A
[7.45]
⎟
x
f
NMV
c
f
c
T
c
⎝
⎠
s
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