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Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers (1994)
Pacific Grove, CA, USA
Oct. 31, 1994 to Nov. 2, 1994
ISSN: 1058-6393
ISBN: 0-8186-6405-3
pp: 14-17
L.T. McWhorter , Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO, USA
L.L. Scharf , Dept. of Electr. & Comput. Eng., Colorado Univ., Boulder, CO, USA
ABSTRACT
Many algorithms for signal and array processing have embedded within them sample estimates of correlation. In this paper, we prove that the most general symmetric, quadratic, nonnegative-definite, modulation-invariant estimator of correlation is a multiwindow estimator. We establish that multiwindow estimators have the potential to reduce estimator mean-squared error by reducing variance at the expense of controllable bias. When multiwindow estimators are used to solve signal and array processing problems, they have the potential to improve and generalize many standard results.<>
INDEX TERMS
correlation methods, array signal processing, estimation theory, spectral analysis
CITATION

L. McWhorter and L. Scharf, "Multiwindow estimators of correlation," Proceedings of 1994 28th Asilomar Conference on Signals, Systems and Computers(ACSSC), Pacific Grove, CA, USA, 1995, pp. 14-17.
doi:10.1109/ACSSC.1994.471408
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