Power Spectrum Estimation with Partially Known Autocorrelation Function
It is shown that the use of exact values of the autocorrelation in place of their estimates at one or more lags may lead to two opposite effects on the variance of the corresponding nonparametric power spectrum estimator. The use of the exact values can increase the variance within some frequency ba...
|Journal Title:||Proceedings of the IEEE Vol. 76; no. 1; pp. 84 - 85|