Time-varying spectrum estimation for a general class of non-stationary processes.
In a general class of nonstationary processes, the autocorrelation may have different time variation rates at different lags. The estimation of each lag in a manner consistent with its nature of nonstationarity yields a reduction in the variance of the spectrum estimate at different frequencies.
| Main Author: | Amin, Moeness G. |
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| Format: | |
| Language: | English |
| Published: |
1986
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| Online Access: |
http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:173768 |