SPECTRAL SMOOTHING AND RECURSION BASED ON THE NONSTATIONARITY OF THE AUTOCORRELATION FUNCTION

被引：10

作者：

AMIN, MG

机构：

[1] Department of Electrical Engineering, Villanova University, Villanova

来源：

IEEE TRANSACTIONS ON SIGNAL PROCESSING | 1991年 / 39卷 / 01期

关键词：

D O I：

10.1109/78.80776

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

Averaging and recursion in short-time spectral analysis in view of the nature of nonstationarity of the random process is addressed. Using the Wigner spectrum estimator as a general model, this correspondence relates the selection of the time and lag windows to the stationary intervals of the autocorrelation at different lags. The lag-dependent time averaging for two types of commonly assumed nonstationarities is presented and used to devise the recursive estimates of their time-varying spectrum.

引用

页码：183 / 185

页数：3