Optimal recursive spectral estimation methods. A survey and new results (Q1087525)
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scientific article; zbMATH DE number 3987181
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal recursive spectral estimation methods. A survey and new results |
scientific article; zbMATH DE number 3987181 |
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Optimal recursive spectral estimation methods. A survey and new results (English)
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1985
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Possible ways to improve spectral estimation by using the parametric approach are described. The problem of convergence rate-optimal recurrent methods of estimation by observed data is stated and solved. The properties of these algorithms are studied and their modifications covering the conventional recurrent algorithms of spectral estimation are regarded as particular cases.
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recursive algorithms
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spectral estimation
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parametric approach
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