Algorithm for adaptively smoothing the log-periodogram (Q1398315)
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scientific article; zbMATH DE number 1956079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Algorithm for adaptively smoothing the log-periodogram |
scientific article; zbMATH DE number 1956079 |
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Algorithm for adaptively smoothing the log-periodogram (English)
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29 July 2003
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It is shown that for a short-memory stationary Gaussian process, under some mathematical conditions, the distribution of the average of log-transformed periodogram can be approximated by the normal distribution. This result is used to develop an algorithm, based on the minimum cross-entropy, for adaptive smoothing.
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average of log-transformed periodogram
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normal distribution
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cross-entropy
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adaptive smoothing
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