Noise analysis in Toeplitz and Hankel kernels for estimating time-varying spectra

L. Stankovic, M.J. Bastiaans

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

2 Citations (Scopus)

Abstract

An analysis of noise influence to time-varying spectra estimators is presented. Hankel and Toeplitz kernel forms of distributions are considered. It is shown that these two forms of kernels have the same variance, if the windows have the same form. Since the Hankel kernel results in a highly concentrated distribution for a noisy, frequency-modulated signal, this form can be more reliable for the estimation of signal parameters in noise. The results are generalized for multiplicative noise. For frequency-modulated signals, the same conclusions hold in this case.
Original languageEnglish
Title of host publicationProc. ISSPA 2001, the Sixth International Symposium on Signal Processing and its Applications, Kuala Lumpur, Malaysia
Place of PublicationPiscataway. NJ
PublisherInstitute of Electrical and Electronics Engineers
Pages335-338
ISBN (Print)0-7803-6704-9
DOIs
Publication statusPublished - 2001
Eventconference; ISSPA 2001, the Sixth International Symposium on Signal Processing and its Applications, Kuala-Lumpur, Malaysia; 2001-08-13; 2001-08-16 -
Duration: 13 Aug 200116 Aug 2001

Conference

Conferenceconference; ISSPA 2001, the Sixth International Symposium on Signal Processing and its Applications, Kuala-Lumpur, Malaysia; 2001-08-13; 2001-08-16
Period13/08/0116/08/01
OtherISSPA 2001, the Sixth International Symposium on Signal Processing and its Applications, Kuala-Lumpur, Malaysia

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