Graduate Thesis Or Dissertation
 

Power spectrum estimation of sinusoids from white and colored noises using the canonical correlation analysis method

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https://ir.library.oregonstate.edu/concern/graduate_thesis_or_dissertations/c534fr877

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  • The purpose of this thesis is to apply the Canonical Correlation Analysis (CCA) which belongs to the parametric methods for power spectral estimation in the environments of either white noise or colored noise. It is shown that optimal state space variables belong to the range space of the canonical vectors weighted by the canonical correlation coefficients and can be obtained by using canonical analysis of the past and the future of the observation data. It is also established that this technique produces satisfactory results when applied for ARMA power spectrum estimation. Finally, in order to illustrate the effectiveness of the CCA method, some simulation results are presented.
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  • File scanned at 300 ppi (Monochrome) using Capture Perfect 3.0.82 on a Canon DR-9080C in PDF format. CVista PdfCompressor 4.0 was used for pdf compression and textual OCR.
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