On linear prediction models constrained to have unit-modulus poles and their use for sinusoidal frequency estimation

DOI10.1109/29.1612zbMath0651.93062OpenAlexW2135772462MaRDI QIDQ3797068

Petre Stoica, Arye Nehorai

Publication date: 1988

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.1612

zbMATH Keywords

consistencyestimation of sinusoidal frequenciesLinear prediction modelsunit-modulus poles

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) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35)

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