The Waterbed Effect in Spectral Estimation.

In this lecture note, we present a textbook-like derivation of the waterbed effect result in Ninness (2003). Compared with Ninness, our analysis is much simpler and yet slightly more general in that it is not limited to rational spectral densities as in Ninness (it is noted, however, that Ninness ha...

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發表在:IEEE Signal processing magazine 21, 3 (2004).
主要作者: Stoica, P.
格式: Article
語言:English
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