A Non-Probabilistic Framework for Signal Spectra
1987 (English)Report (Other academic)
Spectra for sequences of deterministic vectors are defined without reference to any probabilistic framework. It is shown that these spectra transform under linear filtering operations according to the same formulas as spectra for stationary stochastic processes. The results are applied to convergence and consistency analysis of parametric identification methods. It is also shown how a probabilistic framework can be imposed "afterwards" as a separate option.
Place, publisher, year, edition, pages
Linköping: Linköping University , 1987. , 5 p.
LiTH-ISY-I, ISSN 8765-4321 ; 882
Probabilistic framework, Stochastic processes, Parametric identification
IdentifiersURN: urn:nbn:se:liu:diva-104198OAI: oai:DiVA.org:liu-104198DiVA: diva2:695349