Approximate distributions of noise power measurements-Reference-Cited by-同舟云学术

Approximate distributions of noise power measurements

Published:1959 Issue:3 Volume:17 Page:271-283
ISSN:0033-569X
Container-title:Quarterly of Applied Mathematics
language:en
Short-container-title:Quart. Appl. Math.

Author:

Freiberger Walter,Grenander Ulf

Abstract

The frequency functions of certain spectral estimates are studied analytically and numerically. An approximation is obtained for the case of a Poisson weight function and compared to the true distribution. The eigenvalues of products of Toeplitz matrices play a crucial role in the sampling theory of quadratic forms; an approximation to their distribution is discussed and its accuracy studied numerically. This leads to approximate probability densities which are thought to be valid for moderate or even small sample sizes.

Publisher

American Mathematical Society (AMS)

Subject

Applied Mathematics

Link

http://www.ams.org/qam/1959-17-03/S0033-569X-1959-0107346-9/S0033-569X-1959-0107346-9.pdf

Reference5 articles.

1. Statistical Analysis of Stationary Time Series

2. California Monographs in Mathematical Sciences;Grenander, Ulf,1958

3. U. Grenander, H. O. Pollak and D. Slepian, The distribution of quadratic forms in normal variates: A small sample theory with applications to spectral analysis, (to be published)

4. Fluctuations of random noise power;Slepian, D.;Bell System Tech. J.,1958

5. J. J. Kalker, IBM 650 programs for matrix computations based on Jacobi’s method, Brown University Rept. DA-SC-78130/1, 1958

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1. 1 Discriminant analysis for time series;Handbook of Statistics;1982

2. An approximate method in signal detection;Quarterly of Applied Mathematics;1963

3. Spectral estimates and their distributions. Part II;Scandinavian Actuarial Journal;1962-07

4. The Distribution of Quadratic Forms in Normal Variates: A Small Sample Theory with Applications to Spectral Analysis;Journal of the Society for Industrial and Applied Mathematics;1959-12