Consistent estimation of signal parameters in non-stationary noise

J. Friedmann, E. Fishler, H. Messer

Research output: Contribution to conferencePaperpeer-review

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 languageEnglish
Pages225-228
Number of pages4
StatePublished - 2000
Externally publishedYes
EventProceedings of the 10th IEEE Workshop on Statiscal and Array Processing - Pennsylvania, PA, USA
Duration: 14 Aug 200016 Aug 2000

Conference

ConferenceProceedings of the 10th IEEE Workshop on Statiscal and Array Processing
CityPennsylvania, PA, USA
Period14/08/0016/08/00

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