Accession Number:

AD0275744

Title:

SOME APPROXIMATE DISTRIBUTIONS OF CROSS-SPECTRAL ESTIMATES FOR GAUSSIAN PROCESSES

Descriptive Note:

Corporate Author:

BROWN UNIV PROVIDENCE R I

Report Date:

1962-01-01

Pagination or Media Count:

1.0

Abstract:

The spectrum, co-spectrum and quadrature spectrum of a vector-valued stationary Gaussian random process is estimated by a modification of the periodogram and a method for computing the distribution of such estimates is presented. The procedure is illustrated with calculations on several simple processes. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE