The waterbed effect in spectral estimation

IEEE Signal Processing Magazine

Volumn 21, Issue 3, 2004, Pages 88-89

  Stoica, Petre ^a   Li, Jian ^b   Ninness, Brett ^c  

^a UPPSALA UNIVERSITY   (Sweden)

^b J Crayton Pruitt Family Department of Biomedical Engineering   (United States)

^c UNIVERSITY OF NEWCASTLE   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

FREQUENCIES; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMIZATION; PARAMETER ESTIMATION; POLES AND ZEROS; SPECTRUM ANALYSIS;

SPECTRAL ESTIMATION; WATERBED EFFECT;

SIGNAL PROCESSING;

EID: 85032751825     PISSN: 10535888     EISSN: None     Source Type: Journal    
DOI: 10.1109/MSP.2004.1296549     Document Type: Article

References (8)

1. M.B. Priestley, Spectral Analysis and Time Series (Univariate Series, vol. 1). New York, NY: Academic, 1981.
2. P. Stoica and R.L. Moses, Introduction to Spectral Analysis. Englewood Cliffs, NJ: Prentice-Hall, 1997.
3. B. Porat, Digital Processing of Random Signals - Theory and Methods. Englewood Cliffs, NJ: Prentice-Hall, 1994.
4. P. Stoica and T. Sundin, "On nonparametric spectral estimation," Circ. Syst. Sign Process, vol. 18, pp. 169-181, 1999.
5. K. Berk, "Consistent autoregressive spectral estimates," Ann. Statist., vol. 2, pp. 489-502, 1974.
6. L. Ljung, "Asymptotic variance expressions for identified black-box transfer function models," IEEE Trans. Automat. Contr., vol. AC-30, no. 9, pp. 834-844, 1985.
7. B. Ninness, "The asymptotic CRLB for the spectrum of ARMA processes," IEEE Trans. Signal Processing, vol. 51, no. 6, pp. 1520-1531, Nov. 2003.
8. P. Whittle, "The analysis of multiple stationary time series," J. Royal Statist. Soc., ser. b, vol. 15, pp. 125-139, 1953.