DocumentCode :
3068655
Title :
A non-probabilistic framework for signal spectra
Author :
Lennart Ljung
Author_Institution :
Link??ping University, Link??ping, Sweden
fYear :
1985
fDate :
11-13 Dec. 1985
Firstpage :
1056
Lastpage :
1060
Abstract :
Spectra for sequences of deterministic vectors are defined without reference to any probabilistic framework. It is shown that these spectra transform under linear filtering operations according to the same formulas as spectra for stationary stochastic processes. The results are applied to convergence and consistency analysis of parametric identification methods. It is also shown how a probabilistic framework can be imposed "afterwards" as a separate option.
Keywords :
Convergence; Maximum likelihood detection; Stochastic processes; Vectors;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 1985 24th IEEE Conference on
Conference_Location :
Fort Lauderdale, FL, USA
Type :
conf
DOI :
10.1109/CDC.1985.268661
Filename :
4048461
Link To Document :
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