On Fri, Mar 26, 2010 at 6:58 PM, Jens Elsner
<address@hidden> wrote:
Hi Brian,
>> we've done some work to our 'Spectral Estimation Toolbox' and added
>> Burg's algorithm for spectral estimation. It's all on CGRAN, see
>>
https://www.cgran.org/wiki/SpecEst
>
> This is good stuff; thanks for sharing!
>
> If you don't mind, I am curious of your experience of the Burg versus
> Welch implementation and results - which do you prefer? It looks like
> Burg translates to frequency domain first, and Welch stays in the time
> domain? Any idea how much of the bandwidth can be occupied before the
> algorithms are not relatively accurate anymore? In the presence
> high-noise, are the algorithms still able to detect the tones in your
> current setup?
Welch's and Burg's method are very different approaches to spectrum
estimation
and both have their pros and cons. Burg can be better if fewer samples
are available, but one has to be careful when choosing the filter order
(model complexity).
These questions are best answered in detail in the very good book by
Stoica/Moses "Spectral Analysis of Signals", Prentice Hall, 2005.
Best regards,
Jens