Felix Schwock

Felix Schwock

Ph.D. student in Electtrical & Computer Engineering - University of Washinngton

Statistical Properties of a Modified Welch Method That Uses Sample Percentiles

Published in ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2021

Recommended citation: F. Schwock and S. Abadi, "Statistical Properties of a Modified Welch Method That Uses Sample Percentiles," ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2021, pp. 5165-5169, doi: 10.1109/ICASSP39728.2021.9415074.

Abstract

We present and analyze an alternative, more robust approach to the Welchs overlapped segment averaging (WOSA) spectral estimator. Our method computes sample percentiles instead of averaging over multiple periodograms to estimate power spectral densities (PSDs). Bias and variance of the proposed estimator are derived for varying sample sizes and arbitrary percentiles. We have found excellent agreement between our expressions and data sampled from a white Gaussian noise process.

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