Title :
Variances of spectral parameters with a Gaussian shape (Corresp.)
fDate :
3/1/1971 12:00:00 AM
Abstract :
In the paper [1] by the late M. J. Levin, maximum likelihood estimates and limits on their variances are derived for the parameters of the power spectrum of a zero-mean stationary Gaussian process. In this note we rederive the variances of these estimates in a somewhat different manner and give numerical results for power spectra with a Gaussian shape.
Keywords :
Gaussian processes; Spectral analysis; maximum-likelihood (ML) estimation; Cramer-Rao bounds; Density functional theory; Frequency; Maximum likelihood estimation; Noise level; Noise shaping; Reactive power; Shape; Signal to noise ratio; Yield estimation;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1971.1054606
