Time-Varying spectrum Estimation for a General Class of Non-Stationary Processes
In a general class of nonstationary processes, the autocorrelation may have different time variation rates at different lags. The estimation of each lag in a manner consistent with its nature of nonstationarity yields a reduction in the variance of the spectrum estimate at different frequencies.
|Journal Title:||Proceedings of the IEEE Vol. 74; no. 12; pp. 1800 - 1802|