Estimation of coherence and time delay with ARMA models

DOI10.1109/TASSP.1984.1164315zbMath0583.62080OpenAlexW2172248931MaRDI QIDQ3706375

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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.1984.1164315

zbMATH Keywords

time delaylocalizationdetectionautoregressive moving-average (ARMA) filtersleast squares, matrix pseudoinverse solutionMagnitude squared coherenceradiating source

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)

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