IEEE - Institute of Electrical and Electronics Engineers, Inc. - Toeplitz and Hankel kernels for estimating time-varying spectra of discrete-time random processes

Author(s): L.L. Scharf ; B. Friedlander
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 January 2001
Volume: 49
Page Count: 11
Page(s): 179 - 189
ISSN (Paper): 1053-587X
ISSN (Online): 1941-0476
DOI: 10.1109/78.890359
Regular:

For a nonstationary random process, the dual-time correlation function and the dual frequency Loeve spectrum are complete theoretical descriptions of second-order behavior. That is, each may be... View More

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