ARMA spectral estimation of narrow-band processes via model reduction

DOI10.1109/29.57543zbMath0702.62090OpenAlexW2109718392MaRDI QIDQ3481126

B. Wahlberg

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1109/29.57543

zbMATH Keywords

maximum likelihood methodtime-series analysisautoregressive moving-average modelsARMA spectral estimateshigh order autoregressive approximationnarrow-band processesoptimal Hankel-norm model reductiontruncated internally balanced realization

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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