DocumentCode
941188
Title
Variance expressions for four spectral-centroid estimators of a complex Gaussian process
Author
Gupta, Ashok K.
Volume
32
Issue
1
fYear
1986
fDate
1/1/1986 12:00:00 AM
Firstpage
73
Lastpage
78
Abstract
Variance expressions are derived for four unbiased centroid estimators of an asymmetrical spectrum of the complex envelope of a narrow-band Gaussian process. These estimators are obtained by cross-correlating the undistorted or hard-clipped component and the time derivative of the undistorted or hard-dipped quadrature component of the complex envelope. When both components are hard-clipped, the variance expression of the centroid estimator is a generalization of Blachman\´s zero-crossing analysis. The variance of the centroid estimator obtained from finite records of the undistorted components is shown to be smaller than that of the other three estimators when
, where
and
are the first simple and second central spectral moments respectively. However, when
, the variance of the centroid estimate obtained from one hard-clipped component is shown to be smallest. Furthermore, the dependence of the variances on both the magnitude and direction of spectral asymmetry is shown to be different for the four centroid estimators considered.
, where
and
are the first simple and second central spectral moments respectively. However, when
, the variance of the centroid estimate obtained from one hard-clipped component is shown to be smallest. Furthermore, the dependence of the variances on both the magnitude and direction of spectral asymmetry is shown to be different for the four centroid estimators considered.Keywords
Estimation; Gaussian processes; Analysis of variance; Frequency; Gaussian noise; Gaussian processes; Helium; Narrowband; Radio astronomy; Radio communication; Rough surfaces; Seismology;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1986.1057139
Filename
1057139
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