A new autoregressive spectrum analysis algorithm

DOI10.1109/TASSP.1980.1163429zbMath0524.65096MaRDI QIDQ3036666

Larry Marple

Publication date: 1980

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

zbMATH Keywords

Toeplitz matriceslinear predictionleast squares solutionBurg algorithmspectral line splittingautoregressive spectrum analysis algorithm

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical methods for trigonometric approximation and interpolation (65T40) Probabilistic methods, stochastic differential equations (65C99)

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