Optimally smoothed periodogram
Signal Processing
Discrete-time speech signal processing: principles and practice
Discrete-time speech signal processing: principles and practice
IEEE Transactions on Signal Processing
Nonparametric cepstrum estimation via optimal risk smoothing
IEEE Transactions on Signal Processing
Performance analysis of reconstruction techniques for frequency-domain optical-coherence tomography
IEEE Transactions on Signal Processing
Multiple-Window Cepstrum Analysis for Estimation of Periodicity
IEEE Transactions on Signal Processing
Total-Variance Reduction Via Thresholding: Application to Cepstral Analysis
IEEE Transactions on Signal Processing
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The cepstrum of a random process has proven to be a useful tool in a wide range of applications. The common cepstrum estimator based on the periodogram suffers from large variance, and, to a smaller degree, from bias. The variance can be reduced by smoothing. However, the smoothing may be performed in four different domains: the covariance, the spectral, the log-spectral, and the cepstral domain. We present the mean square error (MSE) optimal smoothing kernels in each domain for estimation of the cepstrum. The lower MSE bound of each of the four families of estimators are compared. We also demonstrate how the four MSE optimal estimators differ in robustness.