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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
Distribution Statement:
APPROVED FOR PUBLIC RELEASE