Spectral analysis from multi-rate observations: Itakura-saito based approximation of power spectra and capon-like spectral envelopes

Ali Nasiri Amini; Mir Shahrouz Takyar; Tryphon T. Georgiou

Spectral analysis from multi-rate observations: Itakura-saito based approximation of power spectra and capon-like spectral envelopes

Ali Nasiri Amini, Mir Shahrouz Takyar, Tryphon T. Georgiou

Electrical and Computer Engineering

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

We develop a framework for spectral analysis in the context of multi-rate sampling by a collection of sensors. Correlation of the time-domain samples gives rise to moment constraints for the power spectrum. We use a homotopy based technique to identify a power spectrum which is closest to a given "prior" in the Itakura-Saito distortion sense and is also consistent with the given moment statistics. It turns out that this power spectrum is the harmonic mean of the prior and a suitable "all-pole" spectral density. We then proceed to adapt the framework so as to obtain Capon-like spectral envelopes based on the same autocorrelation data.

Original language	English (US)
Title of host publication	2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006
Pages	521-525
Number of pages	5
State	Published - Dec 1 2006
Event	4th IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006 - Waltham, MA, United States Duration: Jul 12 2006 → Jul 14 2006

Publication series

Name	2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006

Other

Other	4th IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006
Country/Territory	United States
City	Waltham, MA
Period	7/12/06 → 7/14/06

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Amini, A. N., Takyar, M. S., & Georgiou, T. T. (2006). Spectral analysis from multi-rate observations: Itakura-saito based approximation of power spectra and capon-like spectral envelopes. In 2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006 (pp. 521-525). (2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006).

Spectral analysis from multi-rate observations: Itakura-saito based approximation of power spectra and capon-like spectral envelopes. / Amini, Ali Nasiri; Takyar, Mir Shahrouz; Georgiou, Tryphon T.
2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006. 2006. p. 521-525 (2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Amini, AN, Takyar, MS & Georgiou, TT 2006, Spectral analysis from multi-rate observations: Itakura-saito based approximation of power spectra and capon-like spectral envelopes. in 2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006. 2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006, pp. 521-525, 4th IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006, Waltham, MA, United States, 7/12/06.

Amini AN, Takyar MS, Georgiou TT. Spectral analysis from multi-rate observations: Itakura-saito based approximation of power spectra and capon-like spectral envelopes. In 2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006. 2006. p. 521-525. (2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006).

Amini, Ali Nasiri ; Takyar, Mir Shahrouz ; Georgiou, Tryphon T. / Spectral analysis from multi-rate observations : Itakura-saito based approximation of power spectra and capon-like spectral envelopes. 2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006. 2006. pp. 521-525 (2006 IEEE Sensor Array and Multichannel Signal Processing Workshop Proceedings, SAM 2006).

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Spectral analysis from multi-rate observations: Itakura-saito based approximation of power spectra and capon-like spectral envelopes

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