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Attenuation Estimation From Correlated Sequences

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2 Author(s)
Medkour, T. ; Dept. of Math., Imperial Coll. London ; Walden, A.T.

We calculate the frequency-dependent variance of the log spectral ratio for correlated time series. This is used to produce a weighted least-squares approach to attenuation estimation, with weights calculated from estimated coherence. Applications to synthetic and real data illustrate that, for correlated series, the method improves significantly on traditional unweighted least-squares attenuation estimates

Published in:

Signal Processing, IEEE Transactions on  (Volume:55 ,  Issue: 1 )