Spectral estimation via the high-order Yule-Walker equations

DOI10.1109/TASSP.1982.1163946zbMath0561.62078OpenAlexW2111105339MaRDI QIDQ5186590

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Publication date: 1982

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.1982.1163946

zbMATH Keywords

high resolution spectral estimateshigh-order Yule-Walker equationspseudoinverse solutions

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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