Linear estimation of moments for non-stationary signals

  • Authors:

  • P. W. Wu;H. Lev-Ari

  • Affiliations:

  • Centre for Commun. & Digital Signal Process., Northeastern Univ., Boston, MA, USA;Centre for Commun. & Digital Signal Process., Northeastern Univ., Boston, MA, USA

  • Venue:
  • ICASSP '93 Proceedings of the Acoustics, Speech, and Signal Processing, 1993. ICASSP-93 Vol 4., 1993 IEEE International Conference on - Volume 04
  • Year:
  • 1993

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Abstract

The behavior of linear estimation of moments in a non-stationary environment is analyzed. A quantitative performance measure is introduced to evaluate the performance of these estimators. Optimal estimators are derived and their performance is compared with that of conventional (exponentially-windowed) moment estimators.