Estimation of an Exponentially Decaying Spectrum Based on Complex Kalman Filter in Combination with a Decaying Exponential Window
Kiyoshi Nishiyama · Transactions of the Society of Instrument and Control Engineers · 1991
A new combination of a decaying exponential window and the previous proposed decaying spectrum estimation based on complex Kalman filter is discussed.In computer simulation, it is demonstrated that such a combination provides the spectrum improving both resolution and signal-to-noise ratio.