DocumentCode
2995861
Title
Spectral estimation statistics for noise corrupted autoregressive series--First-order case
Author
Gingras, D.F.
Author_Institution
Naval Ocean Systems Center, San Diego, CA
Volume
10
fYear
1985
fDate
31138
Firstpage
93
Lastpage
96
Abstract
Asymptotic statistics for spectral density estimates of a noise corrupted autoregressive (AR) process were previously evaluated [1]. An expression for the variance of the limiting distribution in terms of the AR process parameters and the noise variance was developed. Herein we calculate the form of the asymptotic variance expression for the first-order process case. The results of a numerical evaluation of asymptotic variance as a function of process parameters and frequency are also presented.
Keywords
Autoregressive processes; Density functional theory; Equations; Frequency estimation; Gaussian noise; Markov processes; Oceans; Parameter estimation; Statistical distributions; Statistics;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '85.
Type
conf
DOI
10.1109/ICASSP.1985.1168441
Filename
1168441
Link To Document