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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Detalhes bibliográficos
Publicado no:IEEE Signal processing magazine 21, 3 (2004).
Autor principal: Stoica, P.
Formato: Artigo
Idioma:English
Assuntos: