Spectral Estimates of Band-Limited Signals.
Abstract
We consider the problem of estimating the spectrum of a band-limited signal perturbed by additive white noise. Sharp bounds on the mean square errors of linear spectral estimates are computed and expressed as functions of time-bandwidth product sand signal-to-noise power ratios. When the data are sampled at the Nyquist rate, no linear spectral estimator can produce significantly more accurate results than the conventional discrete Fourier transform. In the more general case, consistent spectral estimators can be obtained only if both the data rate and the length of the observation window are increased without bound. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 02, 1979
- Accession Number
- ADA072776
Entities
People
- William B. Gordon
Organizations
- United States Naval Research Laboratory