Author :
Houdré, Christian ; Kedem, Benjamin
Author_Institution :
CEREMADE, Univ. Paris Dauphine, France
Abstract :
The estimation of power is problematic when the amplitudes in the discrete spectral component are random. An example of this is a mixed spectrum stationary Gaussian process with mean zero. In this regard, it is shown that the maximum likelihood estimator of the power from a random sample of peaks exceeding a relatively large threshold, the peak estimator is more efficient than the sample variance from a random sample of the same size of signal values. When evaluated from nonrandom samples, indications are that the peak estimator may still have a relatively small mean square error
Keywords :
spectral analysis; discrete spectral analysis; maximum likelihood estimator; mean square error; mixed spectrum stationary Gaussian process; peak amplitude; power estimation; random sample; Amplitude estimation; Analysis of variance; Convergence; Educational institutions; Frequency; Gaussian processes; Mathematics; Maximum likelihood estimation; Mean square error methods; Time series analysis;
Conference_Titel :
Pattern Recognition, 1994. Vol. 3 - Conference C: Signal Processing, Proceedings of the 12th IAPR International Conference on
Conference_Location :
Jerusalem
Print_ISBN :
0-8186-6275-1
DOI :
10.1109/ICPR.1994.577112