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arXiv · 1703.08190

MSE estimates for multitaper spectral estimation and off-grid compressive sensing

Luís Daniel Abreu·José Luis Romero
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Abstract

We obtain estimates for the Mean Squared Error (MSE) for the multitaper spectral estimator and certain compressive acquisition methods for multi-band signals. We confirm a fact discovered by Thomson [Spectrum estimation and harmonic analysis, Proc. IEEE, 1982]: assuming bandwidth $W$ and $N$ time domain observations, the average of the square of the first $K=2NW$ Slepian functions approaches, as $K$ grows, an ideal band-pass kernel for the interval $[-W,W]$. We provide an analytic proof of this fact and measure the corresponding rate of convergence in the $L^{1}$ norm. This validates a heuristic approximation used to control the MSE of the multitaper estimator. The estimates have also consequences for the method of compressive acquisition of multi-band signals introduced by Davenport and Wakin, giving MSE approximation bounds for the dictionary formed by modulation of the critical number of prolates.

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Luís Daniel Abreu, José Luis Romero. 2017-03-23. MSE estimates for multitaper spectral estimation and off-grid compressive sensing. https://arxiv.org/abs/1703.08190

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