Spectral methods for stationary harmonizable alpha-stable processes
Spectral methods for stationary harmonizable alpha-stable processes
复制标题
固定协调 α 稳定过程的光谱方法
DOI：
--
复制
发表时间：
1998
期刊：
影响因子：
--
通讯作者：
C. Nikias
中科院分区：
文献类型：
--
作者：
G. Tsihrintzis;P. Tsakalides;C. Nikias
研究了一类对称α稳定（SαS）过程的分数阶功率谱的估计问题.我们首先总结平稳可调和SαS过程理论的关键定义和结果，然后讨论分数幂周期图的性能。其次，我们提出了一种高分辨率的分数功率谱估计算法，我们称之为“最小色散无失真响应”。“该算法是Capon的经典最大似然方法的推广。初步测试的算法上运行的模拟数据。
We address the problem of estimation of the fractional-power spectrum of certain classes of symmetric, alpha-stable (SαS) processes. We start with a summary of the key definitions and results from the theory of stationary, harmonizable SαS processes and proceed to discuss the performance of fractional-power periodograms. Next, we present a high resolution fractional-power spectrum estimation algorithm that we term "the minimum dispersion distortionless response." The algorithm is a generalization of the classical Maximum Likelihood Method of Capon. Preliminary tests of the algorithms are run on simulated data.