Linear predictive spectral estimation via the L1 norm
β Scribed by J Schroeder; R Yarlagadda
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 740 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0165-1684
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
An identity of integrals for the ' 1 -norm symmetric matrix variate distributions with unknown common location parameter and unknown and possibly unequal scale parameters of the columns is established. An unbiased estimator for the location parameter is obtained and is shown to dominate the maximum
Consider the model yi = x~llo + e,, i = 1 ..... n. Under very weak conditions on the error distributions, it is shown that inf.u ]Z~nl~'x,I = ~c is a necessary condition for the weak consistency of a minimum Lt-norm estimate of ,8o, which cannot be further improved.