Title :
A spectral matching technique for ARMA parameter estimation
Author :
Friedlander, Benjamin ; Porat, Boaz
Author_Institution :
Systems Control Technology Inc., Palo Alto, CA
fDate :
4/1/1984 12:00:00 AM
Abstract :
An iterative frequency domain technique is presented for estimating AR-plus-noise and autoregressive moving-average (ARMA) parameters. The technique is based on minimizing the error between the sample power spectrum and a spectral model. The variance of the estimation error is shown to be close to the Cramer-Rao bound for some examples.
Keywords :
Data engineering; Equations; Estimation error; Frequency domain analysis; Frequency estimation; Parameter estimation; Performance loss; Reactive power; White noise; Wideband;
Journal_Title :
Acoustics, Speech and Signal Processing, IEEE Transactions on
DOI :
10.1109/TASSP.1984.1164328
