Spectral Density Estimation for a Class of Spectrally Correlated Processes
针对一类谱测度支撑在未知直线上的谱相关非平稳过程，提出沿估计支撑线进行频率平滑周期图的谱密度估计方法，并证明均方相合性，模拟验证了结果。
We study the estimation problem of the spectral density function for harmonizable non‐stationary processes. More precisely, we consider spectrally correlated processes whose spectral measure has the support contained in the union of unknown lines with possibly non‐unit slopes. We propose the frequency‐smoothed periodogram along the estimated support line as an estimator of the spectral density function. We show the mean‐square consistency of the proposed estimator. Additionally, we discuss the estimation of the support line in a specific model with its applications in locating a moving source. Finally, we present simulations confirming the proven results.