The waterbed effect in spectral estimation
journal contribution
posted on 2025-05-09, 12:36 authored by Petre Stoica, Jian Li, Brett NinnessIn this lecture note, we present a textbook-like derivation of the waterbed effect result in Ninness (2003). Compared with Ninness, our analysis is much simpler and yet slightly more general in that it is not limited to rational spectral densities as in Ninness (it is noted, however, that Ninness has also derived a closed-form expression for the finite-m CRB on the relative variance of /spl Phi/(/spl omega/, /spl theta//spl circ/), which we do not).
History
Journal title
IEEE Signal Processing MagazineVolume
21Issue
3Pagination
88-100Publisher
Institute of Electrical and Electronics Engineers (IEEE)Language
- en, English
College/Research Centre
Faculty of Engineering and Built EnvironmentSchool
School of Electrical Engineering and Computer ScienceRights statement
Copyright © 2004 IEEE. Reprinted from IEEE Signal Processing Magazine, 88-100. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of the University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.Usage metrics
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