Instantaneous Variance Estimation by Spectral Collapse

Abstract

Mean-square consistent estimators for both the two-dimensional spectrum and the instantaneous variance of non-stationary white noise are obtained from a single time series. Applications to real sonar data indicate that these estimators can be adapted to both detect and recover transients.

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1993
Accession Number
ADA277667

Entities

People

  • Jeffery C. Allen
  • Stephen L. Hobbs

Organizations

  • Naval Command, Control and Ocean Surveillance Center

Tags

Communities of Interest

  • Materials and Manufacturing Processes
  • Sensors

DTIC Thesaurus Topics

  • Abstracts
  • Boundary Value Problems
  • Brownian Motion
  • Collapse
  • Covariance
  • Detectors
  • Estimators
  • False Alarms
  • Information Theory
  • New York
  • Noise
  • Probability
  • Spectra
  • Stationary
  • Stochastic Processes
  • Two Dimensional
  • White Noise

Readers

  • Approximation Theory.