Optimal estimation of power spectral density by means of a time-varying autoregressive ap\-proach.

DOI10.1016/S0165-1684(98)00158-3zbMATH Open1053.62560OpenAlexW1969515541MaRDI QIDQ1275499

Tommaso D'Alessio, Silvia Conforto

Publication date: 12 January 1999

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(98)00158-3

zbMATH Keywords

Spectral analysisAmplitude and frequency estimateParametric approachTime-varying modeling

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Statistical aspects of information-theoretic topics (62B10)

Related Items (4)

Cross-/ auto-correlation of time-varying signals using block pulse functions and determination of power spectral densities ⋮ Time-frequency analysis of multichannel signals using two-sided autoregressive modeling ⋮ A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process ⋮ Robust spectral factor approximation of discrete-time frequency domain power spectras

Recommendations

• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Title not available (Why is that?) 👍 👎
• Estimation of spectral density of a stationary time series via an asymptotic of the periodogram 👍 👎
• Power spectrum estimation from values of noisy autocorrelations 👍 👎
• Power spectrum estimation from noisy and limited autocorrelation values: A maximum entropy approach 👍 👎
• Autoregressive spectral estimation in additive noise 👍 👎
• An Estimating Method for Parametric Spectral Densities of Gaussian Time Series 👍 👎
• Gaussian Noise Time-Varying Power Spectrum Estimation With Minimal Statistics 👍 👎

This page was built for publication: Optimal estimation of power spectral density by means of a time-varying autoregressive ap\-proach.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1275499)