Title :
Identifying nonstationary measurement noise in linear systems (Corresp.)
fDate :
1/1/1982 12:00:00 AM
Abstract :
It is shown that the intensity of a possibly nonstationary measurement-noise sequence associated with a linear system may be identified from the sample correlation matrix constructed from multiple data records.
Keywords :
Measurement; Nonstationary stochastic processes; Parameter estimation; Accelerometers; Aircraft; Counterfeiting; Filters; Gyroscopes; Linear systems; Manufacturing; Mathematics; Noise measurement; Sensor phenomena and characterization;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1982.1056435