Signal Processing

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Estimation of spectral densites

  • Introduction
  • Periodogram method
  • Parametric methods
  • Maximum likelihood (ML) method
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  • Chapter 7 : Introduction to spectral analysis and estimation
    • What is spectral analysis?
    • Applications of Spectral Analysis
    • What are the basic tools for spectral analysis?
    • Spectral analysis of stochastic processes
    • Spectral estimate
      • Introduction
      • Problem of estimation
      • Quality of an estimator
      • Average squared error - MSE : Mean Squared Error
      • Efficiency
      • Estimator's performance
      • Moment Estimate
        • Introduction
        • Estimate of the average
        • Estimation of spectral densites
          • Introduction
          • Periodogram method
          • Parametric methods
          • Maximum likelihood (ML) method
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