Asymptotic properties of the high-order Yule-Walker estimates of sinusoidal frequencies

DOI10.1109/29.46554zbMath0691.93054OpenAlexW2139547573MaRDI QIDQ3033669

Petre Stoica, Funan Ti, Torsten Söderström

Publication date: 1989

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.46554

zbMATH Keywords

high-order Yule-Walker (HOYW) estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (6)

An efficient linear method for ARMA spectral estimation ⋮ On the estimation of periodic signals in the diffusion process using a high-frequency scheme ⋮ Comparative performance study of SVD-based and QRD-based high-order Yule- Walker methods for frequency estimation ⋮ Autoregressive frequency detection using regularized least squares ⋮ Estimation of autoregressive fading channels based on two cross-coupled \(H_{\infty }\) filters ⋮ Statistical analysis of TLS-based Prony techniques

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