Signal Processing
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Periodogram method
Introduction
Simple periodogram:
Theoretical foundation [14]
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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
Introduction
Simple periodogram:
Theoretical foundation [14]
Parametric methods
Maximum likelihood (ML) method
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