Peak and power

The estimation of power is problematic when the amplitudes in the discrete spectral component are random. An example of this is a mixed spectrum stationary Gaussian process with mean zero. In this regard, it is shown that the maximum likelihood estimator of the power from a random sample of peaks ex...

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description The estimation of power is problematic when the amplitudes in the discrete spectral component are random. An example of this is a mixed spectrum stationary Gaussian process with mean zero. In this regard, it is shown that the maximum likelihood estimator of the power from a random sample of peaks exceeding a relatively large threshold, the peak estimator is more efficient than the sample variance from a random sample of the same size of signal values. When evaluated from nonrandom samples, indications are that the peak estimator may still have a relatively small mean square error.
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identifier ISBN: 9780818662751
ispartof Proceedings of the 12th IAPR International Conference on Pattern Recognition, Vol. 2 - Conference B: Computer Vision & Image Processing. (Cat. No.94CH3440-5), 1994, p.11-14 vol.3
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source IEEE Electronic Library (IEL) Conference Proceedings
subjects Amplitude estimation
Analysis of variance
Convergence
Educational institutions
Frequency
Gaussian processes
Mathematics
Maximum likelihood estimation
Mean square error methods
Time series analysis
title Peak and power
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