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.

Bibliographic Details
Main Author: Amin, Moeness G.
Format: Villanova Faculty Authorship
Published: 1986
Online Access:http://ezproxy.villanova.edu/login?url=https://digital.library.villanova.edu/Item/vudl:173768