Poisson sampling and spectral estimation of continuous-time processes
作者： E. Masry
关键词:
摘要: A class of spectral estimates continuous-time stationary stochastic processes X(t) from a finite number observations \{X(t_{n})\}^{N}_{n}=l taken at Poisson sampling instants \{t_{n}\} is considered. The asymptotic bias and covariance the are derived, influence windows rate on performance discussed. shown to be consistent under mild smoothness conditions density. Comparison made with related suggested in [15] where {\em random}. It that periodograms two classes have distinct statistics.
sci-hub.se 参考文章(10)
David R. Brillinger, The spectral analysis of stationary interval functions Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, Volume 1: Theory of Statistics. pp. 25- 55 ,(1972) , 10.1007/978-1-4614-1344-8_4
F. A. GIBBS, A. M. GRASS, Frequency Analysis of Electroencephalograms. Science. ,vol. 105, pp. 132- 134 ,(1947) , 10.1126/SCIENCE.105.2718.132
Uri Fehr, L. C. McGahan, Analog Systems for Analyzing Infrasonic Signals Monitored in Field Experimentation The Journal of the Acoustical Society of America. ,vol. 42, pp. 1001- 1007 ,(1967) , 10.1121/1.1910681
Harold S. Shapiro, Richard A. Silverman, Alias-Free Sampling of Random Noise ,(2018)
B. J. Rickett, T. H. Hankins, J. M. Cordes, The radio spectrum of micropulses from pulsar PSR 0950+08. The Astrophysical Journal. ,vol. 201, pp. 425- 430 ,(1975) , 10.1086/153904
E. Masry, Alias-free sampling: An alternative conceptualization and its applications IEEE Transactions on Information Theory. ,vol. 24, pp. 317- 324 ,(1978) , 10.1109/TIT.1978.1055889
Elias Masry, Random sampling and reconstruction of spectra Information & Computation. ,vol. 19, pp. 275- 288 ,(1971) , 10.1016/S0019-9958(71)90146-X
Frederick J. Beutler, Oscar A.Z. Leneman, The Spectral Analysis of Impulse Processes Information & Computation. ,vol. 12, pp. 236- 258 ,(1968) , 10.1016/S0019-9958(68)90327-6
E. Masry, Ming-Chuan Lui, Discrete-time spectral estimation of continuous-parameter processes -- A new consistent estimate IEEE Transactions on Information Theory. ,vol. 22, pp. 298- 312 ,(1976) , 10.1109/TIT.1976.1055552
F. Beutler, Alias-free randomly timed sampling of stochastic processes IEEE Transactions on Information Theory. ,vol. 16, pp. 147- 152 ,(1970) , 10.1109/TIT.1970.1054435