On the convergence of the minimum variance spectral estimator in nonstationary noise.
Arthur E. FrazhoPeter J. ShermanPublished in: IEEE Trans. Inf. Theory (1991)
Keyphrases
- non stationary
- minimum variance
- spectral estimation
- estimation error
- linear prediction
- unbiased estimator
- autoregressive
- speech signal
- power spectrum
- random fields
- maximum likelihood
- frequency domain
- spectral analysis
- portfolio optimization
- motion estimation
- synthetic aperture radar
- least squares
- convergence rate
- convergence speed
- error rate
- multiscale