Research Article
Best Lag Window for Spectrum Estimation of Law Order MA Process
Table 9
MSE values of MA(2) spectrum estimation with size (n = 10).
| Windows | Different values of parameters | = 1 | = −1 | = 0.5 | = −0.5 | = 0.5 | = 0.5 | = 1 | = −1.5 | = −1 | = 1 | = 0.5 | = −0.5 | = −0.5 | = 1 | = −0.5 | = 1 |
| Rectangular | 6.321565024 | 6.321565024 | 6.360138264 | 6.316064139 | 6.316064139 | 6.361978011 | 6.332573978 | 6.317034709 | Triangular | 6.312005203 | 6.316707374 | 6.341600802 | 6.308265322 | 6.308265322 | 6.343799682 | 6.319994439 | 6.313156769 | Hanning | 6.329331965 | 6.323962003 | 6.378387396 | 6.321932771 | 6.321932771 | 6.379542556 | 6.343610193 | 6.318259519 | Hamming | 6.314426416 | 6.319360693 | 6.343378579 | 6.310669467 | 6.310669467 | 6.345847113 | 6.322433753 | 6.31590812 | Blackman | 6.29540239 | 6.314673225 | 6.326490025 | 6.293526586 | 6.293526586 | 6.329993335 | 6.302467223 | 6.309973629 | Blackman–Harris | 6.326158188 | 6.323331333 | 6.375330581 | 6.319121344 | 6.319121344 | 6.376639217 | 6.340221321 | 6.317448053 | Flat top | 6.323428374 | 6.323339845 | 6.370649079 | 6.317007048 | 6.317007048 | 6.371981296 | 6.336830045 | 6.31758825 | Exponential | 6.327426077 | 6.324458741 | 6.373850374 | 6.320445609 | 6.320445609 | 6.375765692 | 6.341101042 | 6.319028806 | Gaussian | 6.31279587 | 6.318682021 | 6.341512875 | 6.309263029 | 6.309263029 | 6.343876486 | 6.320566376 | 6.315181164 | Welch(Riesz) | 6.313917191 | 6.317934726 | 6.341881423 | 6.310367315 | 6.310367315 | 6.343773555 | 6.321380659 | 6.314643892 | Cosine | 6.321565024 | 6.321565024 | 6.360138264 | 6.316064139 | 6.316064139 | 6.361978011 | 6.332573978 | 6.317034709 | Parzen | 6.323495637 | 6.326494597 | 6.362753447 | 6.317361895 | 6.317361895 | 6.36755149 | 6.335711083 | 6.322006755 | Bohman | 6.310834358 | 6.31799328 | 6.33935597 | 6.307546938 | 6.307546938 | 6.341615062 | 6.31841308 | 6.314405216 | Poisson | 6.311294317 | 6.31569628 | 6.343823934 | 6.307123183 | 6.307123183 | 6.346107879 | 6.320193056 | 6.311748163 | Hanning–Poisson | 6.309034828 | 6.314967826 | 6.34063026 | 6.30517467 | 6.30517467 | 6.343068984 | 6.317560801 | 6.311049725 | Cauchy | 6.320072257 | 6.320909745 | 6.356521406 | 6.314953792 | 6.314953792 | 6.358409071 | 6.330385723 | 6.316629309 | Bartlett–Hanning | 6.327290745 | 6.323273715 | 6.373709134 | 6.320385895 | 6.320385895 | 6.374995983 | 6.340729357 | 6.317872708 | Min-MSE | Blackman | Blackman | Blackman | Blackman | Blackman | Blackman | Blackman | Blackman |
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