• DocumentCode
    3182044
  • Title

    Peak and power

  • Author

    Houdré, Christian ; Kedem, Benjamin

  • Author_Institution
    CEREMADE, Univ. Paris Dauphine, France
  • fYear
    1994
  • fDate
    9-13 Oct 1994
  • Firstpage
    11
  • Abstract
    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
  • Keywords
    spectral analysis; discrete spectral analysis; maximum likelihood estimator; mean square error; mixed spectrum stationary Gaussian process; peak amplitude; power estimation; random sample; Amplitude estimation; Analysis of variance; Convergence; Educational institutions; Frequency; Gaussian processes; Mathematics; Maximum likelihood estimation; Mean square error methods; Time series analysis;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Pattern Recognition, 1994. Vol. 3 - Conference C: Signal Processing, Proceedings of the 12th IAPR International Conference on
  • Conference_Location
    Jerusalem
  • Print_ISBN
    0-8186-6275-1
  • Type

    conf

  • DOI
    10.1109/ICPR.1994.577112
  • Filename
    577112