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

DOI10.1109/18.133268zbMATH Open0735.62095OpenAlexW2105520716MaRDI QIDQ3980938FDOQ3980938

Authors: P. J. Sherman, Arthur E. Frazho 

Publication date: 26 June 1992

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.133268

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zbMATH Keywords

rate of convergencecovariance matrixboundspoint spectrumnonstationary noiseharmonic signalsCapon spectral estimatorminimum variance spectral estimatormultichannel setting

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Survival analysis and censored data (62N99) Communication, information (94A99)

Cited In (4)

• Almost sure convergence analysis of autoregressive spectral estimation in additive noise
• On the well-posedness of multivariate spectrum approximation and convergence of high-resolution spectral estimators
• Spectral estimation in space and time domain by nonstationary minimum variance spectral estimator
• Further Results on the Convergence of the Pavon–Ferrante Algorithm for Spectral Estimation

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