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
Link To Document