Title :
Variance of a generalized polarity-coincidence spectral-centroid estimator for Gaussian processes
Author :
Laurenti, Alberto ; Scarano, Gaetano
Author_Institution :
Centro Ingegneria dei Sistemi S.p.A., Rome, Italy
fDate :
11/1/1994 12:00:00 AM
Abstract :
The polarity coincidence estimator of the spectral centroid counts the net number of times the phasor of a stationary Gaussian process crosses a chosen phase-reference straight line through the origin during a time T. By following Pawula´s (1968) approach, the covariance of two different simultaneous polarity-coincidence estimates having distinct phase reference lines is derived. This basic result is applied to compute the variance of a generalized polarity-coincidence estimator considering N arbitrarily chosen reference lines
Keywords :
Gaussian processes; covariance analysis; parameter estimation; spectral analysis; FM receiver; covariance; generalized polarity-coincidence; parametric spectrum estimation; phase-reference straight line; polarity coincidence estimator; spectral-centroid estimator; stationary Gaussian process; time-bandwidth product; variance; Additives; Feedback; Frequency; Gaussian channels; Gaussian processes; Phase estimation; Position measurement; Radar scattering; Rotation measurement; Statistics;
Journal_Title :
Information Theory, IEEE Transactions on
