Next:
M Quadratic and Linear
Up:
csf_book
Previous:
Comparison
Contents
Special Models
Subsections
M Quadratic and Linear Forms of Correlated Random Variables
Form of the statistics
Saddlepoint Approximation
Autocorrelation Function.
General Autocorrelation Function.
Cyclic Autocorrelation Function.
Cross-correlations
Numerical Validation
Implementation: Circular and Non-Circular Autocorrelation
Linear Filtering
Sinewave plus AR noise (SINAR)
Statistical Model
Initialization
Estimation of Sinusoidal Parameters
Estimation of AR Parameters
Amplitude Normalization
MATLAB module
Data Re-synthesis
Test Results
Amplitude Compression
Feature PDF (Spectral Histogram)
