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
Link To Document