On second-order statistics of log-periodogram with correlated components
Y. Ephraim, William J. Roberts · IEEE Signal Processing Letters · 2005
We derive an explicit expression for the covariance of the log-periodogram power spectral density estimator for a zero mean Gaussian process. We do not make the assumption that the spectral components of the process are uncorrelated. Applications to spectral estimation and to cepstral modeling in automatic speech recognition are discussed.