The Waterbed Effect in Spectral Estimation.

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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Bibliographic Details
Published in:IEEE Signal processing magazine 21, 3 (2004).
Main Author: Stoica, P.
Format: Article
Language:English
Subjects:
Cramer-Rao bound.
Average relative variance.
Nonparametric spectral estimation.
Power spectral density.
Stationary Gaussian signal.
Waterbed effect.