DocumentCode
921000
Title
Asymptotic statistics of periodogram-type spectral estimates for the output of nonlinear devices (Corresp.)
Author
Fitelson, Michael M.
Volume
20
Issue
1
fYear
1974
fDate
1/1/1974 12:00:00 AM
Firstpage
109
Lastpage
111
Abstract
The high resolution statistics of a periodogram-type spectral estimate for a periodic deterministic signal plus Gaussian noise are well understood. If, however, the signal plus noise is first passed through a nonlinear memoryless device (such as a hard limiter), the situation becomes much more complicated. The main result of this correspondence is the derivation of the high resolution limit of the joint statistics of the
and
components of a periodogram for a certain class of nonlinear devices with a deterministic periodic signal and Gaussian noise as input. This result permits the calculation of the asymptotic central moments of the spectral estimate formed from the foregoing periodogram. It then becomes possible to subject a device employing this technique for spectral estimation to a detailed performance analysis.
and
components of a periodogram for a certain class of nonlinear devices with a deterministic periodic signal and Gaussian noise as input. This result permits the calculation of the asymptotic central moments of the spectral estimate formed from the foregoing periodogram. It then becomes possible to subject a device employing this technique for spectral estimation to a detailed performance analysis.Keywords
Nonlinear filtering; Parameter estimation; Spectral analysis; Bandwidth; Fasteners; Gaussian noise; Gaussian processes; Performance analysis; Signal resolution; Spectral analysis; Statistics; Sun;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1974.1055157
Filename
1055157
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