Multitaper

Multitaper

Les filtres de type multitaper sont utilisés pour réaliser des estimations spectrales en traitement statistique du signal. Le terme de taper désigne une fenêtre de pondération : dans l'approche multitaper, c'est une séquence de fenêtres orthogonales qui est appliquée aux données de la série étudiée, afin de réduire les effets de bruits. Un exemple de séquence, dite « de Slepian », est la séquence discrète de sphéroïdes prolates.

Cette technique a été introduite par David J. Thomson, si bien qu'on parle parfois de Thomson multitaper method.

Bibliographie

  • D.B. Percival et A.T. Walden, Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques, Cambridge University Press, Cambridge, 1993
  • D. Slepian, Prolate spheroidal wave functions, Fourier analysis, and uncertainty - V: The discrete case, Bell System Technical Journal Volume 57 (1978), 1371-430
  • D. J. Thomson, Spectrum estimation and harmonic analysis, in Proceedings of the IEEE Volume 70 (1982), 1055-1096.

Voir aussi

Articles connexes

Liens externes


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