High-order Yule-Walker equations for estimating sinusoidal frequencies: The complete set of solutions

DOI10.1016/0165-1684(90)90015-QzbMath0699.60031OpenAlexW2089005227MaRDI QIDQ913364

Torsten Söderström, Petre Stoica

Publication date: 1990

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(90)90015-q

zbMATH Keywords

high-order Yule-Walker methodologyminimum-norm estimatesinusoidal frequency estimation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes (62M99)

Related Items (2)

Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise ⋮ Comparative performance study of SVD-based and QRD-based high-order Yule- Walker methods for frequency estimation

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