In Section 8.2 we presented an example of multitaper SDF estimation centered around the use of NW = 4 Slepian multitapers to estimate the SDF for the AR(4) time series The focus of this exercise is to...

In Section 8.2 we presented an example of multitaper SDF estimation centered around the use of NW = 4 Slepian multitapers to estimate the SDF for the AR(4) time series The focus of this exercise is to redo parts of this example, but now using NW = 5.5 Slepian multitapers, and to compare results for the two NW choices.

(a) The right-hand columns of show eigenspectra of orders k = 0, . . . , 7 based on NW = 4 multitapers. Compute and plot eigenspectra of the same orders but now using NW = 5.5 Slepian multitapers. Use these eigenspectra to compute and plot basic multitaper estimates of orders K = 1, . . . , 8 for comparison with those shown in the right-hand columns of for the NW = 4 case. Comment on how the eigenspectra and basic multitaper estimates in the NW = 4 and NW = 5.5 cases compare.

(b) The width of the horizontal part of the crisscross in each plot in the right-hand columns of shows the bandwidth measure
  for the corresponding basic NW = 4 Slepian multitaper estimate of orders K = 1, . . . , 8. Recompute and tabulate these measures for comparison with similar measures based on NW = 5.5 Slepian multitapers. Comment on how the bandwidth measures in the NW = 4 and NW = 5.5 cases compare.

(Completion of this exercise requires access to the AR(4) time series, which is available from the “Data” part of the website for this book. The website also has the required NW = 4 and NW = 5.5 Slepian multitapers of length N = 1024 in case they are not otherwise readily available.)