Spectral estimation – Reading Assignments
نویسندگان
چکیده
In the next three lectures, we aim to study techniques used to estimate the power spectrum of random processes. We consider a discrete-time model, where we are given a discrete-time sequence of zero mean random variables { y(t) , t = 0,±1,±2, . . . } which are assumed to be the output of a second-order stationary random process, sampled at integral multiples of the sampling period Ts = 1/Fs where Fs is the sampling frequency. Second-order stationarity implies that the autocorrelation
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