DocumentCode
1098646
Title
On the convergence of the minimum variance spectral estimator in nonstationary noise
Author
Frazho, A.E. ; Sherman, P.J.
Author_Institution
Sch. of Aeronaut. & Astronaut., Purdue Univ., West Lafayette, IN, USA
Volume
37
Issue
5
fYear
1991
fDate
9/1/1991 12:00:00 AM
Firstpage
1457
Lastpage
1459
Abstract
A simple proof is presented of the convergence of the minimum variance spectral estimator to the point spectrum, as the order of the covariance matrix goes to infinity. This is done in the multichannel setting where the corrupting unknown noise process is allowed to be nonstationary. Explicit bounds are also obtained on the rate of convergence
Keywords
convergence; noise; parameter estimation; signal processing; spectral analysis; convergence; covariance matrix; maximum likelihood estimation; minimum variance spectral estimator; multichannel setting; nonstationary noise; point spectrum; Additive noise; Convergence; Covariance matrix; Frequency estimation; H infinity control; Multidimensional signal processing; Physics computing; Polynomials; Random processes; Signal processing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.133268
Filename
133268
Link To Document