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 little assumptions on the non stationarity of the noise, this type of modeling gives rise to different difficulties. In the paper we identify the resulting difficulties and discuss possible solutions.
| Original language | English |
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| Pages | 225-228 |
| Number of pages | 4 |
| State | Published - 2000 |
| Externally published | Yes |
| Event | Proceedings of the 10th IEEE Workshop on Statiscal and Array Processing - Pennsylvania, PA, USA Duration: 14 Aug 2000 → 16 Aug 2000 |
Conference
| Conference | Proceedings of the 10th IEEE Workshop on Statiscal and Array Processing |
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| City | Pennsylvania, PA, USA |
| Period | 14/08/00 → 16/08/00 |