Kernel smoothing of periodograms under Kullback-Leibler discrepancy
From MaRDI portal
Publication:951606
DOI10.1016/j.sigpro.2004.04.007zbMath1151.94367OpenAlexW2166438431MaRDI QIDQ951606
Publication date: 27 October 2008
Published in: Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sigpro.2004.04.007
relative entropyspectral density estimationbandwidth selectionKullback-Leibler discrepancyperiodogram and log-periodogram smoothing
Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)
Related Items
Nonparametric spectral analysis with applications to seizure characterization using EEG time series, Cosine-based variable bandwidth selection for nonparametric spectral density estimation under long-range dependence