Filtering of Non-Stationary Processes When the Evolutionary Spectrum is Estimated | ||||
The Egyptian Statistical Journal | ||||
Article 4, Volume 20, Issue 1, June 1976, Page 58-67 | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.1976.315751 | ||||
View on SCiNiTO | ||||
Author | ||||
N.A. Abd-Rabbo | ||||
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 | ||||
Statistics Article View: 40 |
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