UNIVERSITY OF HERTFORDSHIRE

School of Electronic, Communication and Electrical Engineering

Biometric Systems and Speech Processing

Essential DSP Techniques

Power Spectrum Estimation

DSP package to be used: Hypersignal-Plus
Object: To investigate the classical methods of power spectrum estimation and
compare these with a model-based method.
In this laboratory exercise, you will use a number of methods for the estimation of
power spectrum. At the end of each part of the exercise, you are asked to comment on
or describe your findings. You should record these in the answer sheet provided.
The completed answer sheets must be submitted to the academic staff in charge
before leaving the laboratory.
1. The Periodogram
The power spectrum of a stationary random signal is defined as the discrete Fourier
transform of its autocorrelation function. Motivated by this, an estimate of the power
spectrum can be obtained as:
SN () = DFT [RN (m)]
where N is the length of the data record and RN (m) is the sample autocorrelation of
the signal. This power spectrum estimate is called the periodogram.
It can be shown that the periodogram may also be computed directly from the data.
i.e.

S N ( ) =

1
2
X N ( )
N

where XN () is the DFT of a realisation of length N of the signal.

The length N of the available data segment is an important consideration. In
computing frequency spectra, it is well known that high resolution frequency requires
a long record of data. However, if the record is too long, the assumption of
stationarity may no longer be justified. This is indeed the case in many applications,
as for example in speech processing. In such a case, the length of the data record is
determined by the rapidity of the time variation in the signal statistics.

1.1 The Periodogram of a White Noise Signal

Generate 1000 samples of a zero-mean white noise signal with a peak-to-peak
amplitude of 500, sampled at 40 kHz.
Take the FFT of the data and then use the result to obtain the noise signal
periodogram (the Power Spectra Gen function in Hypersignal can be used for this
purpose).
Observe the periodogram obtained above and comment on the goodness of this
estimate.

1.2 Averaging Periodograms

A method for reducing the variance of the periodogram and therefore obtaining a
better estimate of the power spectrum is to average together several periodograms.
This can be done by first dividing the N-point data into I segments, each with a length
of M=N/I. I separate periodograms are then computed and an averaged periodogram
is obtained as:
Averaged Periodogram =

1 I
Si ( )
I i =1

where Si ( ) is the ith-periodogram.

Divide the 1000-point noise signal into 10 groups of 100 samples each, and take the
28-point FFT of each segment (without overlapping them). Then use the "Power
Spectra Gen" function to generate and average the 10 periodograms.
Use your observation of the averaged periodogram to describe the effect of
averaging on the variance of the periodogram.

2. The Welch Method

In this method the N-point data sequence is divided into overlapping segments of
lengths M so that more than I=N/M segments are obtained. Each segment is then
windowed using a popular window function (e.g., Hamming window) prior to
computing its periodogram. The Welch power spectrum estimate is the average of
these modified periodograms.
Apply the Hamming function to overlapping data segments of length 100, to estimate
the white noise power spectrum with this method. Use 20% overlap between the
neighbouring segments.
Examine the resultant estimate and comment on the reduction in the variance
which is achieved.

2.1 Experiments with Partially Correlated Random Signals

Generate a partially correlated random signal by applying a 1000- point white noise
sequence to the input of a digital filter with the difference equation:
y(n) = x(n) - 0.81 y(n-2)
Estimate the signal power spectrum by:
i) Taking the 10th order FFT of the available signal samples.
ii) Using the Welch method - apply the Hamming window to 20%-overlapping
segments of length 100 (use an 8th order FFT).
Compare the estimates with each other and also with the true power spectrum of
the signal. Comment on your findings.

Note: to obtain the true spectrum of the signal:

a) obtain the filter impulse response (the first 256 samples of it),
b) take the 28-point FFT of the impulse response,
c) and finally, use the Power Spectra Gen function.
3. Model-Based Methods (Parametric Methods)
Although the classical power spectrum estimation methods are relatively simple and
easy to apply, they require long data records in order to yield reliable estimates. This
is a condition that can easily come into conflict with stationarity.
A different approach for estimating the power spectrum of a stationary random signal
is based on modelling the signal. This can be done by considering the signal as the
output of a causal and stable filter which is driven by a stationary uncorrelated (white
noise) sequence. With such a modelling, the power spectrum of the random signal can
be obtained as:
S( ) = e2 H( )

where e2 is the variance of the input white noise, and H ( ) is the filter frequency
response.

The filter coefficients and the variance of the input noise (referred to as the model
parameters) are evaluated by a linear predictive analysis. The spectrum estimates
based on such models tend to be more reliable than the classical methods, especially
when the length of the available data record is short.
To examine this in practice, perform LPC autocorrelation on 100 samples of the
random signal generated at the output of the recursive filter in section 2.1 (set the
LPC order to 2).
Take the 28-point FFT of the resultant analysis filter coefficients.
Display the produced spectrum in inverse (log = "-") and compare it with the true
power spectrum.
How does this estimate compare with that obtained using the Welch method (in
Section 2.1)?
Aladdin Ariyaeeinia
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