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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
Continuous Case
Discreet case
Introduction
Estimation bias
Estimate Variance
Power spectral density and the Wiener-Khintchine theorem
Estimation of spectral densites
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