- Title
- The waterbed effect in spectral estimation
- Creator
- Stoica, Petre; Li, Jian; Ninness, Brett
- Relation
- IEEE Signal Processing Magazine Vol. 21, Issue 3, p. 88-100
- Publisher Link
- http://dx.doi.org/10.1109/MSP.2004.1296549
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- journal article
- Date
- 2004
- Description
- 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 has also derived a closed-form expression for the finite-m CRB on the relative variance of /spl Phi/(/spl omega/, /spl theta//spl circ/), which we do not).
- Subject
- waterbed effect; spectral estimation
- Identifier
- uon:2667
- Identifier
- http://hdl.handle.net/1959.13/30305
- Identifier
- ISSN:1053-5888
- Rights
- Copyright © 2004 IEEE. Reprinted from IEEE Signal Processing Magazine, 88-100. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of the University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
- Language
- eng
- Full Text
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