• DocumentCode
    915400
  • Title

    Variances of spectral parameters with a Gaussian shape (Corresp.)

  • Author

    Arcese, A.

  • Volume
    17
  • Issue
    2
  • fYear
    1971
  • fDate
    3/1/1971 12:00:00 AM
  • Firstpage
    200
  • Lastpage
    201
  • 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;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1971.1054606
  • Filename
    1054606