Title :
Linear estimation of moments for non-stationary signals
Author :
Wu, Pui W. ; Lev-Ari, Hanoch
Author_Institution :
Centre for Commun. & Digital Signal Process., Northeastern Univ., Boston, MA, USA
Abstract :
The behavior of linear estimation of moments in a non-stationary environment is analyzed. A quantitative performance measure is introduced to evaluate the performance of these estimators. Optimal estimators are derived and their performance is compared with that of conventional (exponentially-windowed) moment estimators.<>
Keywords :
estimation theory; signal processing; linear estimation of moments; non-stationary signals; optimal estimators; quantitative performance measure;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1993. ICASSP-93., 1993 IEEE International Conference on
Conference_Location :
Minneapolis, MN, USA
Print_ISBN :
0-7803-7402-9
DOI :
10.1109/ICASSP.1993.319683
