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Virginia Polytechnic Institute and State University
About the quality of parametric power spectral estimates
Abstract
dc:description.abstractThe 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.
Degree
thesis:*- Name thesis:degree_name
- M.S.
- Level thesis:degree_level
- masters
- Discipline thesis:degree_discipline
- Electrical Engineering
- Department dc:contributor.department
- Electrical Engineering
- Grantor dc:publisher
- Virginia Polytechnic Institute and State University
- Year dc:date.issued
- 1983
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Löffler, Hugo E.
Rights
dc:rights- Statement dc:rights
-
- In Copyright
- Licence dc:rights.uri
- Language dc:language.iso
- en
Identifiers
dc:identifier.*- Handle dc:identifier.uri
- http://hdl.handle.net/10919/105999
- OAI identifier oai:identifier
- oai:vtechworks.lib.vt.edu:10919/105999