Multitaper

From Wikipedia, the free encyclopedia

The multitaper is a method used in spectral estimation in statistical signal processing. The term taper is another term for a window function applied to a data series during the analysis. In the multitaper approach, a sequence of orthogonal window functions is applied to the data series to reduce the effects of spectral leakage. One such sequence is the discrete prolate spheroidal sequence (DPSS, or Slepian sequence).

This technique is also known as the Thomson multitaper method, introduced by David J. Thomson.

[edit] References

Percival, D.B., and A.T. Walden. Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques. Cambridge: Cambridge University Press, 1993.

Slepian, D. "Prolate spheroidal wave functions, Fourier analysis, and uncertainty - V: The discrete case." Bell System Technical Journal. Volume 57 (1978), 1371-430.

Thomson, D.J. "Spectrum estimation and harmonic analysis." In Proceedings of the IEEE. Volume 70 (1982), 1055-1096.

[edit] External links

• [1] Website of David J. Thomson
• [2] Matlab implementation
• [3] Documentation on the multitaper method from the SST-MTM implementation