资源描述：
《a covariance approach to spectral moment estimation》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、588IEEETRANSACTIONSONINFORMATIONTHEORY,VOL.IT-18,NO.5,SEPTEMBER1972[15]A.V.Skorokhod,‘StudiesintheTheoryofRandomProcesses.terion,”IEEETrans.Inform.Theory,vol.IT-16,pp.258-263,Readine.Mass.:Addison-Weslev.1961.May1970.[16]R.L.%ratonovich,“ConditionalMarkovprocesses,
2、”Theory[20]H.W.SorensonandD.L.Alspach,“Gaussiansumapproxima-Prob.Appl.(USSR),vol.5,no.2,pp.156-178,196O.tionsfornonlinearfiltering,”inProc.1970IEEESymp.Adaptive[17]W.M.Wonhgm,“SomeapplicationsofstochasticdifferentialProcesses:DecisionandControl,Dec.1970,pp.19.3.1-3
3、.9.equationstooptimalnonlinearfiltering,”SIAMJ.Contr..ser.A,[21]J.T.Lo,“Onoptimalnonlinearestimation:PartII,”inProc.~61.2,no.3,pp.347-369,1965.--1970IEEESymp.AdaptiveProcesses:DecisionandControl,[18]A.V.Cameron,“ControlandestimationoflinearsystemswithDec.197?,pp.19
4、.2.1-2.4.non-Gaussianaprioridistributions,”inProc.2ndAnn.Allerton[22]D.G.Lamiotis,S.K.Parks,andR.Krishnaiah,“Optimalstate-Conf.SystemScience,Oct.1968,pp.426-431.vectorestimationfornon-Gaussianinitialstate-vectors,”IEEE[19]T.Y.YoungandG.Coraluppi,“Stochasticestimati
5、onofaTrans.Automat.Contr.(Corresp.),vol.AC-16,pp.197-198,Apr.mixtureofnormaldensityfunctionsusinganinformationcri-1971.ACovarianceApproachtoSpectralMomentEktimationKENNETHS.MILLER,SENIORMEMBER,IEEE,ANDMARVINM.ROCHWARGER,MEMBER,IEEEA/mm-Weareinterestedinestimatingth
6、emomentsofthespectralproblemisquitedifferentfromtheclassicalproblemofdensityofacom,plexGaussiansignalprocess{q”)(t)}whenthesignalestimatingtheparametersofadeterministicsignalintheprocessisimmersedinindependentadditivecomplexGaussiannoisepresenceofnoisesincethefluct
7、uationsoftheprocessitself{q(*)(t)}.UsingvectorsamplesQ={q(tl);..,q(t,)},whereq(t)=q”)(t)+q(‘)(t),estimatorsfordeterthinihgthespectralmoments,orplacealimitontheaccuracyofmeasurementevenwhenparametersofthesignal-processpowerspectrummayheconstructed.thenoiseiszero.The
8、seestimatorsdependuponestimatesofthecovariancefunctionR,(h)Levin[4]hasconsideredthemaximum-likelihoodequa-ofthesignalSprocessatonlyonevalueofh#’0
