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A new nonstationary detector

Authors :
Kay, Steven
Source :
IEEE Transactions on Signal Processing. April, 2008, Vol. 56 Issue 4, p1440, 1451 p.
Publication Year :
2008

Abstract

A new test is proposed for determining the stationarity length of a locally wide sense stationary Gaussian random process. Computer simulation results have demonstrated its effectiveness and have verified the asymptotic theoretical performance of the test, which can be applied to spectral analysis, noise estimation and time series modeling.

Details

Language :
English
ISSN :
1053587X
Volume :
56
Issue :
4
Database :
Gale General OneFile
Journal :
IEEE Transactions on Signal Processing
Publication Type :
Academic Journal
Accession number :
edsgcl.177892599