Abd-Rabbo, N. (1976). Filtering of Non-Stationary Processes When the Evolutionary Spectrum is Estimated. test, 20(1), 58-67. doi: 10.21608/esju.1976.315751
N.A. Abd-Rabbo. "Filtering of Non-Stationary Processes When the Evolutionary Spectrum is Estimated". test, 20, 1, 1976, 58-67. doi: 10.21608/esju.1976.315751
Abd-Rabbo, N. (1976). 'Filtering of Non-Stationary Processes When the Evolutionary Spectrum is Estimated', test, 20(1), pp. 58-67. doi: 10.21608/esju.1976.315751
Abd-Rabbo, N. Filtering of Non-Stationary Processes When the Evolutionary Spectrum is Estimated. test, 1976; 20(1): 58-67. doi: 10.21608/esju.1976.315751

Filtering of Non-Stationary Processes When the Evolutionary Spectrum is Estimated

The Egyptian Statistical Journal
Article 4, Volume 20, Issue 1, June 1976, Pages 58-67
Document Type: Original Article
DOI: 10.21608/esju.1976.315751
Author
N.A. Abd-Rabbo
Abstract
We observe a record consisting of a "signal" plus "noise" up to the time instant t, and wish to extract the value of the signal at the time instant (t+m) by mean of a linear filter. We consider the case where both signal & noise processes are non-stationary. In this paper the filtering problem has been considered when the evolutionary spectrum has been estimated.
Keywords
Non; Stationary Processes; Evolutionary Spectrum
Statistics
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