Title: Consistent estimation of signal parameters in non-stationary noise
Abstract: This paper addresses the problem of estimating the parameters of a deterministic signal in non-stationary, white, Gaussian noise. It is proposed to model the time-varying white Gaussian noise with an unknown deterministic variance sequence that changes every sample. While making relatively few assumptions on the non-stationarity of the noise, this type of modeling gives rise to different difficulties. We identify the resulting difficulties and discuss possible solutions.
Publication Year: 2002
Publication Date: 2002-11-07
Language: en
Type: article
Indexed In: ['crossref']
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Cited By Count: 1
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