Variance of a generalized polarity-coincidence spectral-centroid estimator for Gaussian processes

Author

Laurenti, Alberto ; Scarano, Gaetano

Author_Institution

Centro Ingegneria dei Sistemi S.p.A., Rome, Italy

Volume

40

Issue

6

fYear

1994

fDate

11/1/1994 12:00:00 AM

Firstpage

2045

Lastpage

2048

Abstract

The polarity coincidence estimator of the spectral centroid counts the net number of times the phasor of a stationary Gaussian process crosses a chosen phase-reference straight line through the origin during a time T. By following Pawula´s (1968) approach, the covariance of two different simultaneous polarity-coincidence estimates having distinct phase reference lines is derived. This basic result is applied to compute the variance of a generalized polarity-coincidence estimator considering N arbitrarily chosen reference lines

Keywords

Gaussian processes; covariance analysis; parameter estimation; spectral analysis; FM receiver; covariance; generalized polarity-coincidence; parametric spectrum estimation; phase-reference straight line; polarity coincidence estimator; spectral-centroid estimator; stationary Gaussian process; time-bandwidth product; variance; Additives; Feedback; Frequency; Gaussian channels; Gaussian processes; Phase estimation; Position measurement; Radar scattering; Rotation measurement; Statistics;

fLanguage

English

Journal_Title

Information Theory, IEEE Transactions on

Publisher

ieee

ISSN

0018-9448

Type

jour

DOI

10.1109/18.340478

Filename

340478