Fast algorithms for least-squares-based minimum variance spectral estimation

DOI10.1016/J.SIGPRO.2008.03.004zbMath1151.94422OpenAlexW2015469318MaRDI QIDQ2377727

S. Lawrence jun. Marple, Lin Wei

Publication date: 20 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.sigpro.2008.03.004

zbMATH Keywords

autoregressive (AR) Yule-Walker normal equations and covariance interval windowleast-squares-based forward and backward linear predictionMVSEnear-to-Toeplitz

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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