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A Non-Probabilistic Framework for Signal Spectra
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1986 (English)Report (Other academic)
Abstract [en]

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 , 1986.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 829
Keyword [en]
Probabilistic framework, Stochastic processes, Parametric identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-104328OAI: oai:DiVA.org:liu-104328DiVA: diva2:696819
Available from: 2014-02-16 Created: 2014-02-16 Last updated: 2014-02-16

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Ljung, Lennart

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