On instrumental variable estimation of sinusoid frequencies and the parsimony principle

DOI10.1109/TAC.1986.1104395zbMath0604.93055OpenAlexW2089398044MaRDI QIDQ3743230

Petre Stoica, Benjamin Friedlander, Torsten Söderström

Publication date: 1986

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1986.1104395

zbMATH Keywords

instrumental variableparsimony principlemodified Yule-Walkersinusoids-in-noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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