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

DOI10.1109/18.133268zbMath0735.62095OpenAlexW2105520716MaRDI QIDQ3980938

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

rate of convergenceboundscovariance matrixminimum variance spectral estimatorpoint spectrumnonstationary noiseharmonic signalsCapon spectral estimatormultichannel setting

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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