Analysis of an information theoretic criterion for cepstral nulling
2013
Cepstral nulling, one of the newest methods for smoothing the peri-odogram, amounts to turning to zero the cepstrum estimates whose magnitudes are smaller than a threshold. Up to now, the performance of various thresholding schemes was evaluated only empirically. In this paper, we analyze theoretically a slightly modified variant of a thresholding criterion which is based on Kolmogorov structure function (KSF). The motivation of this work is twofold: (i) KSF expression is more complicated than formulas of other criteria; (ii) KSF derivation relies on novel concepts from information theory which are not well-known in the signal processing community. We illustrate the theoretical results by numerical examples.
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