Optimal recursive spectral estimation methods. A survey and new results
type: Item
instance of: scholarly article
title: Optimal recursive spectral estimation methods. A survey and new results
zbMATH Open document ID: 0609.93065
published in: Automation and Remote Control
publication date: 1985-01-01T00:00:00Z
review text: Possible ways to improve spectral estimation by using the parametric approach are described. The problem of convergence rate-optimal recurrent methods of estimation by observed data is stated and solved. The properties of these algorithms are studied and their modifications covering the conventional recurrent algorithms of spectral estimation are regarded as particular cases.
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 93E25
Mathematics Subject Classification ID: 93-02
zbMATH DE Number: 3987181
zbMATH Keywords: recursive algorithms
zbMATH Keywords: spectral estimation
zbMATH Keywords: parametric approach
author: Yakov Z. Tsypkin
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 3987181