Accession Number:

AD0618456

Title:

POWER SPECTRUM PARAMETER ESTIMATION

Descriptive Note:

Revised ed.

Corporate Author:

MASSACHUSETTS INST OF TECH LEXINGTON LINCOLN LAB

Personal Author(s):

Report Date:

1964-07-21

Pagination or Media Count:

8.0

Abstract:

The power spectrum of a zero-mean stationary Gaussian random process is assumed to be known except for one or more parameters which are to be estimated from an observation of the process during a finite time interval. The approximation is introduced that the coefficients of the Fourier series expansion of a realization of long-time duration are uncorrelated. Based on this approximation maximum likelihood estimates are derived and fundamental limits on the variances attainable are found by evaluation of the Cramer-Rao lower bound. Parameters specifically considered are amplitude, center frequency, and frequency scale factor. Also considered is ripple frequency which refers to the cosine factor in the spectrum produced by the addition of a delayed replica of the random process. The dual problem of estimating parameters of the timevarying power level of a nonstationary band-limited white noise process is examined.

Subject Categories:

  • Cybernetics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE