Parametric methods for

Power Spectral Estimation

By – Arunima Varma
M.E Electronics 257
Outline

 Methods to calculate PSE

 Comparison between parametric and non parametric methods
 What is periodogram?
 Smoothening of periodogram
 Mean and variance of Blackman Tukey: smoothening method
 Merits and demerits of Blckman Tukey
 Parametric models: AR, MA, ARMA
 Summary
Methods to calculate Power Spectral
Estimation
 Non Parametric methods:
1. Periodogram
2. Welch method
3. Blackman – Tukey method

 Parametric methods
1. Autoregression method (AR)
2. Moving Average (MA)
3. Autoregressive Moving Average (ARMA) Model
 Comparison between parametric &
non parametric methods for PSE
Parametric method
1. It is also known as model based
method
2. Here we take help of different
types of models such as AR, MA,
ARMA etc
3. It is assumed that some
knowledge of the signal is known
ahead of time
4. Computational complexity is
more due to use of models
Non parametric method
1. It is also known as non classical
method
2. No such models are used in non
parametric method
3. It is used when little is known
about the signal ahead of time
4. Less computational complexity
What is Periodogram?

 In signal processing, a periodogram is an estimate of the spectral

density of a signal.

 It is the most common tool for examining the amplitude vs

frequency characteristics of FIR filters and window functions.

 FFT spectrum analyzers are also implemented as a time-sequence

of periodograms
Smoothening of Periodogram

 BLACKMAN AND TUKEY METHOD

 The sample auto correlation sequence is windowed first and then

Fourier transformed to yield the estimate of the power spectrum.

 Blackman Tukey Estimate is :

Smoothening of Periodogram

 Where w(n) is window function having length (2M-1) and is zero for
m≥ M

 The effect of windowing the autocorrelation is to smooth the

periodogram estimate.

 The window sequence w(n) should be symmetric (even) about m=0

W(f) ≥ 0, |f| ≤ 1/2
Mean & Variance of Blackman - Tukey

 The expected value of Blackman – Tukey power spectrum estimate

is:

 Variance of Blackman Tukey power spectrum estimate is:

Merits & demerits of Blackman - Tukey

 Merit
It has better variance (even at large lags) and better precision than
Bartlett method and Welch Method.

 Demerit
Frequency resolution is less than Bartlett method and Welch Method.
Parametric based power spectral
estimation
 Models used are :
 Autoregressive (AR) Model
 Moving Average (MA) Model
 Autoregressive Moving Average (ARMA) Model
 Autoregressive (AR) Model

 The known values of the autocorrelation function can be used to obtain

the coefficients of the AR model of Equation.

 The model parameters are found by solving a set of linear equation

obtained by minimizing the mean squared error.

 The characteristic of this error is that it decreases as the order of the AR

model is increased.
Autoregressive (AR) Model

 Power spectrum of AR is given by:

 Expectation of AR is given:
Moving Average (MA) model

 A moving-average model is also known as an all-zero or a finite

impulse response (FIR)filter.
 A signal x(m), modeled as a moving-average process is described
as

where e(m) is a zero-mean random input and Q is the model order.

Moving average (MA) model

 The cross-correlation of the input and output of a moving average

process is given by
Autoregressive Moving Average
(ARMA) model
 The ARMA, or pole–zero, The relationship between the ARMA
parameters and the autocorrelation sequence can be obtained by
multiplying both sides of Equation by x(m–j) and taking the
expectation
Autoregressive Moving Average
(ARMA) model
 It consists of two parts, an autoregressive (AR) part and a moving
average (MA) part can be used to obtain the coefficients ak

 This process can be generated by filtering unit variance white noise

with a filter having both poles and zeros: the spectral estimate
where σe2 is the variance of the input of the ARMA model
Summary

 The several methods for the estimation of Power spectral density of

noise using Parametric Methods and non parametric methods
 Parametric methods led to a reduced variance in the estimate of
Power Spectral density of noise.
 The accuracy of power spectral density estimation can greatly
affect the results of the methods that use it.
 Those can be demonstrated on speech enhancement by the
spectral subtraction method with various types of interference and
various signal-to-noise ratios
References

 Digital signal processing Fourth edition by JOHN G. PROAKIS ,

DIMITRIS G. MANOLAKIS
 Statistical spectral analysis A non - probabilistic theory , Prentice
Hall
 Statistical Digital Signal ProcessingAnd Modelling ,Monson H. Hayes
 Digital signal processing and its application by Ramesh Babu.
Thank you
By – Arunima Varma
M.E Electronics 257