Archive for März, 2012

Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 62 exercise 3.15

Author: Panagiotis

24 Mrz

In [1, p. 62 exercise 3.15] it is requested to verify the ACF and PSD relationships given in [1, p. 53 eq. (3.50)] and [1, p. 54 eq. (3.51)]. read the conclusion >

Filed under: Kay: Modern Spectral Estimation, Theory and Application, Solved Problems

Steven M. Kay: “Modern Spectral Estimation – Theory and Applications”,p. 62 exercise 3.14

Author: Panagiotis

4 Mrz

In [1, p. 62 exercise 3.14] it is requested to proof prove that the autocorrelation matrix given by [1, eq. 3.46] is also positive semidefinite. This shall be done by usage of the definition of the semidefinite property of the ACF in [1, eq. 3.45]. read the conclusion >

Filed under: Kay: Modern Spectral Estimation, Theory and Application, Solved Problems

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