Title :
A fast time-domain estimator of the bandwidth of a Gaussian process
Author :
Szajnowski, W.J.
Author_Institution :
Dept. of Electron. & Electr. Eng., Surrey Univ., Guildford, UK
fDate :
6/1/1996 12:00:00 AM
Abstract :
A fast time-domain technique is proposed to estimate the root mean square (rms) bandwidth of a Gaussian random process. The method is based on averaging the absolute values of the derivative of a signal at zero crossings. For processes with Gaussian power spectral density, the performance of the proposed bandwidth estimator has been studied by using Monte Carlo simulations. The structure of the estimator makes it well suited to practical implementation with the use of a digital storage oscilloscope.
Keywords :
Gaussian processes; Monte Carlo methods; digital storage oscilloscopes; parameter estimation; random processes; signal processing; time-domain analysis; Gaussian power spectral density; Gaussian random process; Monte Carlo simulation; digital storage oscilloscope; fast time-domain estimator; root mean square bandwidth; Bandwidth; Bismuth; Gaussian processes; Oscilloscopes; Random processes; Root mean square; Signal processing; Signal to noise ratio; Stochastic processes; Time domain analysis;
Journal_Title :
Signal Processing Letters, IEEE
