An improved maximum likelihood method for power spectral density estimation

DOI10.1109/TASSP.1984.1164292zbMath0578.62080OpenAlexW1980334027MaRDI QIDQ3700643

Miguel A. Lagunas-Hernandez, Antoni Gasull-Llampallas

Publication date: 1984

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.1984.1164292

zbMATH Keywords

estimationpower spectral densitymaximum entropy methodimproved maximum likelihood method

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Probabilistic methods, stochastic differential equations (65C99)

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