Determination to the Confidence Level of PSD Estimation with Given D.O.F. Based on WELCH Algorithm

DOI

10.2991/icitmi-15.2015.101How to use a DOI?

Keywords

Confidence level, PSD estimation, WELCH algorithm, Degree of freedom, Random error

Abstract

Approach is proposed for determining the confidence level of the power spectral density (PSD) estimation with give Degree-of-freedom (D.O.F.) based on WELCH algorithm, a modified periodogram estimator for estimating PSD. A relationship between the random error, defined as a ratio of variance and mean value, and the D.O.F. is achieved firstly due to the analysis results of the statistic characteristic quantities. Then a quantitative relation between the confidence level, described as confidence probability and confidence interval, and the D.O.F. is established. Some examples are provided finally to demonstrate the proposed method. It is showed from the results that the PSD WELCH estimation with 128 D.O.F. have probability 68.4% only to ensure the true PSD within 0.88~1.2 times the estimation value.

Copyright

© 2015, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Xue-Wang Zhu
AU  - Si-Jian Zhang
AU  - Qing-Lin Liu
PY  - 2015/10
DA  - 2015/10
TI  - Determination to the Confidence Level of PSD Estimation with Given D.O.F. Based on WELCH Algorithm
BT  - Proceedings of the 4th International Conference on Information Technology and Management Innovation
PB  - Atlantis Press
SP  - 617
EP  - 622
SN  - 2352-538X
UR  - https://doi.org/10.2991/icitmi-15.2015.101
DO  - 10.2991/icitmi-15.2015.101
ID  - Zhu2015/10
ER  -