Automatic Smoothing of Periodograms
Erik Gudmundson, Niclas Sandgren, Petre Stoica · 2006
Thresholding the cepstrum associated with the periodogram is a smoothing technique that appears to be very useful for variance reduction. Here the thresholding is performed via the methods SThresh and EbayesThresh. They both work fine in the broadband spectra case, even if some of the data is missing. The SThresh method appears to be more efficient as it shows a smaller variance and is faster computationally. The smoothing methods are also shown to perform well on a real-life broadband signal