A new approach for determining the spectral data of multichannel harmonic signals in noise

DOI10.1007/BF02551354zbMath0694.93098MaRDI QIDQ909637

P. J. Sherman, Arthur E. Frazho, Ciprian Foias

Publication date: 1990

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

zbMATH Keywords

spectral estimationadditive noiseWold decompositionmultichannel harmonic signalsmultichannel Levinson Algorithm

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

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• Covariance characterization by partial autocorrelation matrices
• A geometric approach to the maximum likelihood spectral estimator for sinusoids in noise
• A view of three decades of linear filtering theory
• Inverses of Toeplitz Operators, Innovations, and Orthogonal Polynomials
• Orthogonal polynomial matrices on the unit circle
• On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density matrix

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