On the convergence of the minimum variance spectral estimator in nonstationary noise.

Arthur E. Frazho Peter J. Sherman

Published in: ICASSP (1991)

Keyphrases

non stationary
minimum variance
spectral estimation
estimation error
linear prediction
power spectrum
autoregressive
unbiased estimator
speech signal
random fields
stock price
portfolio optimization
image coding
maximum likelihood
convergence rate
standard deviation
independent component analysis
least squares