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

DOI10.1109/18.133268MaRDI QIDQ3980938zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

boundsCapon spectral estimatorcovariance matrixharmonic signalsminimum variance spectral estimatormultichannel settingnonstationary noisepoint spectrumrate of convergence

Mathematics Subject Classification ID

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

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Cited in

(4)

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

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