High performance spectral estimation--A new ARMA method

DOI10.1109/TASSP.1980.1163440zbMath0519.62081OpenAlexW2133638105MaRDI QIDQ3668689

James A. Cadzow

Publication date: 1980

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/tassp.1980.1163440

zbMATH Keywords

error equationsfinite set of observationsARMA spectral estimatorwide-sense stationary time series

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10)

Related Items (8)

Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise ⋮ Multivariate time series analysis with state space models ⋮ A Bayesian analysis of spectral ARMA model ⋮ Robust high resolution spectral estimation: a combined non-parametric-parametric approach ⋮ Dynamical sampling with additive random noise ⋮ On the existence of a class of invertible FIR filters for spectral shaping ⋮ A new class of invertible FIR filters for spectral shaping ⋮ ARMA spectral estimation based on partial autocorrelations

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