Spectral Density Estimation Using Sharpened Periodograms
Fang Yao, Thomas C. M. Lee · IEEE Transactions on Signal Processing · 2007
This correspondence introduces the use of sharpened periodograms for spectral density estimation. It is shown analytically that spectrum estimates obtained from smoothing the sharpened periodograms enjoy higher order bias reduction when compared with the ordinary smoothed periodogram estimates. The promising numerical performances of using sharpened periodograms for spectral density estimation are illustrated via numerical experiments.