The kepstrum method for spectral analysis†

DOI10.1080/00207178608933447zbMath0593.60050OpenAlexW2011376801WikidataQ126244812 ScholiaQ126244812MaRDI QIDQ3723425

John F. Barrett, Thomas J. Moir

Publication date: 1986

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178608933447

zbMATH Keywords

spectral factorizationKalman filterspower series expansionspectral smoothingFourier transform of the logarithm of spectral density

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Polynomial LQG control of back-up-roll eccentricity gauge variations in cold rolling mills, Spectral factorization using FFTs for large‐scale problems

Cites Work

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• Automatic Smoothing of the Log Periodogram
• TESTS OF FIT IN TIME SERIES