ACCURACY OF LINEAR SPECTRAL ESTIMATES OF BAND‐LIMITED SIGNALS

William B. Gordon

Journal of Time Series Analysis, 1981, vol. 2, issue 3, 173-184

Abstract: Abstract. We consider the problem of estimating the spectrum of a band‐limited signal perturbed by additive white noise. Sharp bounds on the mean square errors of linear spectral estimates are computed and expressed as functions of time‐bandwidth products and signal‐to‐noise power ratios.

Date: 1981
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