Linear estimation of moments for non-stationary signals
Peng Wu, H. Lev-Ari · IEEE International Conference on Acoustics Speech and Signal Processing · 1993
The behavior of linear estimation of moments in a non-stationary environment is analyzed. A quantitative performance measure is introduced to evaluate the performance of these estimators. Optimal estimators are derived and their performance is compared with that of conventional (exponentially-windowed) moment estimators.>