• DocumentCode
    1404169
  • Title

    Almost sure convergence analysis of autoregressive spectral estimation in additive noise

  • Author

    Masry, Elias

  • Author_Institution
    Dept. of Electr. & Comput. Eng., California Univ., San Diego, CA, USA
  • Volume
    37
  • Issue
    1
  • fYear
    1991
  • fDate
    1/1/1991 12:00:00 AM
  • Firstpage
    36
  • Lastpage
    42
  • Abstract
    The almost sure convergence properties of autoregressive spectral estimates from noisy observations are derived. Sharp rates of almost sure convergence are established for the estimates of the autoregressive parameters, innovation variance, and spectral density function of the signal process. The distributions of the signal and noise processes are arbitrary
  • Keywords
    convergence; parameter estimation; random noise; signal processing; spectral analysis; ARMA; additive noise; almost sure convergence properties; autoregressive spectral estimation; innovation variance; parameter estimation; signal process; spectral density function; Additive noise; Biomedical signal processing; Convergence; Density functional theory; Random variables; Signal processing; Signal resolution; Spectral analysis; Technological innovation; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/18.61104
  • Filename
    61104
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1404169