DocumentCode
801858
Title
A hybrid method for cross-power spectral density estimation
Author
Koch, G.
Volume
14
Issue
6
fYear
1969
fDate
12/1/1969 12:00:00 AM
Firstpage
771
Lastpage
773
Abstract
A hybrid scheme for estimation of cross-power spectral density is presented, where filtering is analog and averaging is digital. Expressions of the expected value, and of the dispersion of the estimate so achieved, are obtained. Indications for estimate design are then given.
Keywords
Spectral estimation; Control systems; Equations; Filtering; Gaussian noise; Linear systems; Optimal control; Parameter estimation; Random processes; Signal generators;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1969.1099326
Filename
1099326
Link To Document