Estimating the Spectrum of a Stochastic Process in the Presence of a Contaminating Signal.

Rainer von Sachs

Published in: IEEE Trans. Signal Process. (1993)

Keyphrases

stochastic process
markov chain
stochastic processes
stochastic model
brownian motion
probability measures
non stationary
frequency domain
diffusion process
autoregressive
random variables
probability distribution
high frequency
steady state