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This communication adresses the parameter estimation problem using the minimization of a Whittle-type criterion when the spectrum parametrization is linear versus the unknown parameters. In this case, the global convergence of a particular iterative minimization algorithm is proved. This estimation method applies to stellar speckle interferometry for the visibility estimation problem. Simulations...
This paper addresses the problem of estimating the parameters of a transient random process. In many applications, the absence of model for the samples leads to the impossibility to use the classical estimation theory tools. This paper develops a cost function for the case where a parametric model for the second order spectral characteristics exists. This cost function is build from the statistical...
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