DocumentCode
2029769
Title
Linear estimation of moments for non-stationary signals
Author
Wu, Pui W. ; Lev-Ari, Hanoch
Author_Institution
Centre for Commun. & Digital Signal Process., Northeastern Univ., Boston, MA, USA
Volume
4
fYear
1993
fDate
27-30 April 1993
Firstpage
416
Abstract
The behavior of linear estimation of moments in a non-stationary environment is analyzed. A quantitative performance measure is introduced to evaluate the performance of these estimators. Optimal estimators are derived and their performance is compared with that of conventional (exponentially-windowed) moment estimators.<>
Keywords
estimation theory; signal processing; linear estimation of moments; non-stationary signals; optimal estimators; quantitative performance measure;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, 1993. ICASSP-93., 1993 IEEE International Conference on
Conference_Location
Minneapolis, MN, USA
ISSN
1520-6149
Print_ISBN
0-7803-7402-9
Type
conf
DOI
10.1109/ICASSP.1993.319683
Filename
319683
Link To Document