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About the quality of parametric power spectral estimates

The quality of parametric power spectral estimates is analyzed and a lower bound based on the Cramer-Rao inequality for unbiased estimators has been computed.

The quality of a least squares autoregressive (AR) ladder estimator is evaluated by simulation, in terms of bias and variance of the corresponding spectral density estimates. The AR ladder estimator and classical periodogram based moving average (MA) estimators are then evaluated against the theoretical Cramer-Rao bound for AR and ARMA process realizations. / M.S.

Identiferoai:union.ndltd.org:VTETD/oai:vtechworks.lib.vt.edu:10919/105999
Date January 1983
CreatorsLöffler, Hugo E.
ContributorsElectrical Engineering
PublisherVirginia Polytechnic Institute and State University
Source SetsVirginia Tech Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
TypeThesis, Text
Formatvi, 101 leaves, application/pdf, application/pdf
RightsIn Copyright, http://rightsstatements.org/vocab/InC/1.0/
RelationOCLC# 11059306

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