On Phase-Lag Estimation from Non-Gaussian Time Series
研究了从非可逆线性过程中估计相位超前的问题,通过最大化统计量或投影指数来估计补偿相位滞后滤波器,并模拟显示全频带下较优的统计量在带限情况下可能明显变差。
An important problem in the physical sciences is estimation of the innovations of a noninvertible linear process. Here the problem of deconvolving such a time series containing a phase-lead is investigated. A compensating phase-lag filter is sought, and is estimated by maximization of a chosen statistic or projection index. It is demonstrated by simulation that a statistic which is superior to another in the ideal case of a full-band time series can be substantially inferior in the band-limited case.