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
Author: Moeness Amin
Format: Article
Published: Dec 1986