Filtering of Non-Stationary Processes When the Evolutionary Spectrum is Estimated | ||
| The Egyptian Statistical Journal | ||
| Article 5, Volume 20, Issue 1, June 1976, Pages 58-67 PDF (5.18 M) | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.1976.315751 | ||
| Author | ||
| N.A. Abd-Rabbo | ||
| Faculty of Science, Alexandria University, Egypt. | ||
| Abstract | ||
| We observe a record consisting of a "signal" plus "noise" up to the time instant t, and wish to extract the value of the signal at the time instant (t+m) by mean of a linear filter. We consider the case where both signal & noise processes are non-stationary. In this paper the filtering problem has been considered when the evolutionary spectrum has been estimated. | ||
| Keywords | ||
| Non; Stationary Processes; Evolutionary Spectrum | ||
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