Comparative performance study of SVD-based and QRD-based high-order Yule- Walker methods for frequency estimation

DOI10.1007/BF01183150zbMath0768.93080OpenAlexW2053887109MaRDI QIDQ1207749

Torsten Söderström, Petre Stoica

Publication date: 23 May 1993

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01183150

zbMATH Keywords

sinusoidal frequency estimationhigh-order Yule-Walkter method

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

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• High-order Yule-Walker equations for estimating sinusoidal frequencies: The complete set of solutions
• Asymptotic properties of the high-order Yule-Walker estimates of sinusoidal frequencies
• Spectral estimation via the high-order Yule-Walker equations

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