Abstract
The problem of deriving simultaneous confidence bands for a class of 2-D spectral estimates is considered. Specifically, the authors consider the class of spectral estimates obtained by fitting 2-D noncausal autoregressive and Gaussian Markov random field models to the given lattice data. In such parametric methods the spectrum is a function of estimates of model parameters. Using the asymptotic normality of the parameter estimates and H. Scheffe's projection theorem (1959), they derive simultaneous confidence bands for the estimated spectrum. Supporting computing simulation results are also provided.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 804-807 |
| Number of pages | 4 |
| Journal | ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings |
| State | Published - 1985 |
| Externally published | Yes |
ASJC Scopus subject areas
- Software
- Signal Processing
- Electrical and Electronic Engineering