1 citations · 1 across the 2 of their papers we have counts for
2 papers
eess.SP2021
Quantifying and Computing Covariance Uncertainty
Filip Elvander, Johan Karlsson, Toon van Waterschoot
In this work, we consider the problem of bounding the values of a covariance function corresponding to a continuous-time stationary stochastic process or signal. Specifically, for…
eess.SP2021★ 1 cited
Mixed-Spectrum Signals -- Discrete Approximations and Variance Expressions for Covariance Estimates
Filip Elvander, Johan Karlsson
The estimation of the covariance function of a stochastic process, or signal, is of integral importance for a multitude of signal processing applications. In this work, we derive c…