• DocumentCode
    3068655
  • Title

    A non-probabilistic framework for signal spectra

  • Author

    Lennart Ljung

  • Author_Institution
    Link??ping University, Link??ping, Sweden
  • fYear
    1985
  • fDate
    11-13 Dec. 1985
  • Firstpage
    1056
  • Lastpage
    1060
  • Abstract
    Spectra for sequences of deterministic vectors are defined without reference to any probabilistic framework. It is shown that these spectra transform under linear filtering operations according to the same formulas as spectra for stationary stochastic processes. The results are applied to convergence and consistency analysis of parametric identification methods. It is also shown how a probabilistic framework can be imposed "afterwards" as a separate option.
  • Keywords
    Convergence; Maximum likelihood detection; Stochastic processes; Vectors;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1985 24th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1985.268661
  • Filename
    4048461