Variance Analysis of Covariance and Spectral Estimates for Mixed-Spectrum Continuous-Time Signals
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DOI: 10.1109/tsp.2023.3266474
Abstract: The estimation of the covariance function of a stochastic process, or signal, is of integral importance for a multitude of signal processing applications. In this work, we derive closed-form expressions for the covariance of covariance… read more here.
Keywords: time; continuous time; estimates mixed; spectrum continuous ... See more keywords