On the envelope of spectral power of stochastic processes

Craig Shankwitz, Tryphon T. Georgiou

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Given a partial covariance sequence of a real stationary zero-mean stochastic process, one method of estimating the power spectrum is that of maximum likelihood. The maximum likelihood estimate represents an envelope of maximum spectral content corresponding to stochastic processes which may be complex. The envelope of spectral content is determined which is consistent with the assumption that the underlying stochastic process is real.

Original languageEnglish (US)
Title of host publicationProceedings of the American Control Conference
Editors Anon
PublisherPubl by American Automatic Control Council
Pages2694-2695
Number of pages2
Volume3
ISBN (Print)0879425652
StatePublished - Dec 1 1991
EventProceedings of the 1991 American Control Conference - Boston, MA, USA
Duration: Jun 26 1991Jun 28 1991

Other

OtherProceedings of the 1991 American Control Conference
CityBoston, MA, USA
Period6/26/916/28/91

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    Shankwitz, C., & Georgiou, T. T. (1991). On the envelope of spectral power of stochastic processes. In Anon (Ed.), Proceedings of the American Control Conference (Vol. 3, pp. 2694-2695). Publ by American Automatic Control Council.