Correlogram for undersampled data: Bias and variance analysis
Mahdi Shaghaghi, Sergiy A. Vorobyov · 2012
This paper studies the correlogram spectrum estimation method for the case that only a subset of the Nyquist samples is available. The method is able to estimate the spectrum from undersampled data. The bias and variance of the estimator are derived. We also show that there is a tradeoff between the accuracy of the estimation and the frequency resolution. The asymptotic behavior of the estimator is also investigated, and it is proved that this method is a consistent estimator.