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 | ||||
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Statistics Article View: 22 |
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