Note 29. Modified Periodogram

The modified periodogram is an otherwise unmodified periodogram in which a window function is applied to the signal before the DFT is performed:

29.1

image

where Y [m] is the DFT of y[n] = w[n]xN[n], with w[n] being a window function and xN[n] being an N-point sample extracted from x[n] according to

29.2

image

The window function w[n] can be any one of the windows listed in Table 24.1. The factor U that appears in Eq. (29.1) is obtained as

29.3

image

This factor is needed in order for SM[m] to be an asymptotically unbiased estimate of Px(ejω).

References

1. M. H. Hayes, Statistical Digital Signal Processing and Modeling, Wiley, 1996.

2. M. S. Bartlett, “Periodogram Analysis and Continuous Spectra,” Biometrika 37, 1950, pp. 1–16.

3. C. B. Rorabaugh, DSP Primer, McGraw-Hill, 1999.

4. C. B. Rorabaugh, Simulating Wireless Communication Systems: Practical Models in C++, Prentice Hall, 2004.

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