IEEE Transactions on Information Theory · 1962 · 142 citations · 6 references
EngineeringElectrical EngineeringDigital CommunicationInformation TheoryStochastic ProcessesChannel EstimationDigital Signal ProcessingSignal ProcessingTime-frequency AnalysisAdditive NoiseCommunication ChannelsFilteringNoise In FiltersPropagation Channel CharacterizationStatistical Channel ModelingTime-varying Channel Models
We discuss the problems of making detailed measurements of instantaneous values and the statistical parameters of time-variant filters when observations are permitted at the filter terminals only. It appears that the product of the maximum time- and frequency-spreadings produced by the time-variant filter sets a limit on our ability to determine the instantaneous values unambiguously even in the absence of additive noise. This limit can be relaxed when it comes to determining average or statistical parameters of the filter. For the determination of second-order filter statistics a fourth-moment method is presented that exhibits some novel aspects.
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Statistical Analysis of Stationary Time Series.
G. M. Jenkins, Ulf Grenander, Meg A. Rosenblatt · Biometrika · 1958 · 824 citations
Sampling models for linear time-variant filters
T. Kailath · 1959 · 92 citations