DocumentCode
1188844
Title
Power spectrum estimation with partially known autocorrelation function
Author
Amin, Moeness G.
Author_Institution
Dept. of Electr. Eng., Villanova Univ., PA, USA
Volume
76
Issue
1
fYear
1988
fDate
1/1/1988 12:00:00 AM
Firstpage
84
Lastpage
85
Abstract
It is shown that the use of exact values of the autocorrelation in place of their estimates at one or more lags may lead to two opposite effects on the variance of the corresponding nonparametric power spectrum estimator. The use of the exact values can increase the variance within some frequency bands while reducing it within other bands along the Nyquist interval. The location and the width of these different bands is primarily a function of the lag numbers at which the autocorrelation is known
Keywords
correlation theory; spectral analysis; Nyquist interval; autocorrelation; exact values; lags; nonparametric power spectrum estimator; partially known autocorrelation function; Autocorrelation; Data engineering; Fourier transforms; Frequency estimation; Power engineering and energy; Reactive power; Spectral analysis; Yield estimation;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/5.3291
Filename
3291
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