scientific article; zbMATH DE number 922650

zbMath0851.62062MaRDI QIDQ4893174

Petre Stoica, Anders B. Eriksson, Torsten Söderström

Publication date: 11 November 1996

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

covariance matrixfrequency estimationminimum varianceeigenelementssample eigenvectorseigenanalysis based methodsMarkov-like methodobserved sample covariance matrix

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Statistical aspects of information-theoretic topics (62B10)

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Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise

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