Signal processing
Digital signal processing -Random signals

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E3088 V1 Article

Signal processing
Digital signal processing -Random signals

Authors : Gérard BLANCHET, Maurice CHARBIT

Review date: October 30, 2017 | Lire en français

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2. Signal processing

This section is by no means an exhaustive overview of TNS problems. It presents three examples to illustrate the concepts presented above and, why not, to inspire some to delve into the immense literature devoted to these subjects.

2.1 Spectrum estimation

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2.1.1 From the periodogram

Let X n be a real, SSL, centered random process. We denote R(k)=E{Xn+kXn∗}...

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