Instantaneous variance estimation by spectral collapse
Mean-square consistent estimators for both the two-dimensional spectrum and the instantaneous variance of non-stationary white noise are obtained from a single time series. Applications to real sonar data indicate that these estimators can be adapted to both detect and recover transients.< >
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Format: | Tagungsbericht |
Sprache: | eng |
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Zusammenfassung: | Mean-square consistent estimators for both the two-dimensional spectrum and the instantaneous variance of non-stationary white noise are obtained from a single time series. Applications to real sonar data indicate that these estimators can be adapted to both detect and recover transients.< > |
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ISSN: | 1058-6393 2576-2303 |
DOI: | 10.1109/ACSSC.1993.342395 |