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Problemy Peredachi Informatsii, 1971, Volume 7, Issue 4, Pages 45–54
(Mi ppi1661)
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This article is cited in 1 scientific paper (total in 1 paper)
Methods of Signal Processing
Choosing the Spectral Window in the Estimation of the Spectrum of a Gaussian Stationary Stochastic Process
V. G. Alekseev
Abstract:
Estimates of the spectral density of a discrete-time Gaussian stationary process are investigated. Weighting functions (spectral windows) are found for the estimates, permitting the mean-square error of estimation (or the upper bound thereof) to be minimized under specified assumptions regarding the degree of smoothness of the estimated density.
Received: 09.02.1970 Revised: 10.09.1970
Citation:
V. G. Alekseev, “Choosing the Spectral Window in the Estimation of the Spectrum of a Gaussian Stationary Stochastic Process”, Probl. Peredachi Inf., 7:4 (1971), 45–54; Problems Inform. Transmission, 7:4 (1971), 313–319
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https://www.mathnet.ru/eng/ppi1661 https://www.mathnet.ru/eng/ppi/v7/i4/p45
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Abstract page: | 354 | Full-text PDF : | 148 |
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