Instrumental variable methods for ARMA spectral estimation

DOI10.1109/TASSP.1983.1164072zbMath0565.62075OpenAlexW2584042328MaRDI QIDQ3680125

Benjamin Friedlander

Publication date: 1983

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.1983.1164072

zbMATH Keywords

simulation resultssample correlation coefficientsmodified Yule-Walker equationsARMA spectral estimationoverdetermined caseadaptive spectral estimationefficient lattice algorithmrecursive instrumental variable algorithms

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (1)

Estimation of autoregressive fading channels based on two cross-coupled \(H_{\infty }\) filters

This page was built for publication: Instrumental variable methods for ARMA spectral estimation