On the envelope of spectral power of stochastic processes

Craig Shankwitz; Tryphon T. Georgiou

doi:10.23919/acc.1991.4791888

On the envelope of spectral power of stochastic processes

Craig Shankwitz, Tryphon T. Georgiou

Research output: Chapter in Book/Report/Conference proceeding › Conference 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 language	English (US)
Title of host publication	Proceedings of the American Control Conference
Publisher	Publ by American Automatic Control Council
Pages	2694-2695
Number of pages	2
ISBN (Print)	0879425652, 9780879425654
DOIs	https://doi.org/10.23919/acc.1991.4791888
State	Published - 1991
Externally published	Yes
Event	Proceedings of the 1991 American Control Conference - Boston, MA, USA Duration: Jun 26 1991 → Jun 28 1991

Publication series

Name	Proceedings of the American Control Conference
Volume	3
ISSN (Print)	0743-1619

Conference

Conference	Proceedings of the 1991 American Control Conference
City	Boston, MA, USA
Period	6/26/91 → 6/28/91

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10.23919/acc.1991.4791888

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Shankwitz, C & Georgiou, TT 1991, On the envelope of spectral power of stochastic processes. in Proceedings of the American Control Conference. Proceedings of the American Control Conference, vol. 3, Publ by American Automatic Control Council, pp. 2694-2695, Proceedings of the 1991 American Control Conference, Boston, MA, USA, 6/26/91. https://doi.org/10.23919/acc.1991.4791888

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title = "On the envelope of spectral power of stochastic processes",

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.",

author = "Craig Shankwitz and Georgiou, {Tryphon T.}",

year = "1991",

doi = "10.23919/acc.1991.4791888",

language = "English (US)",

isbn = "0879425652",

series = "Proceedings of the American Control Conference",

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note = "Proceedings of the 1991 American Control Conference ; Conference date: 26-06-1991 Through 28-06-1991",

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AB - 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.

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U2 - 10.23919/acc.1991.4791888

DO - 10.23919/acc.1991.4791888

M3 - Conference contribution

AN - SCOPUS:0026406461

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T3 - Proceedings of the American Control Conference

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BT - Proceedings of the American Control Conference

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T2 - Proceedings of the 1991 American Control Conference

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ER -

On the envelope of spectral power of stochastic processes

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