• DocumentCode
    1103290
  • Title

    A spectral matching technique for ARMA parameter estimation

  • Author

    Friedlander, Benjamin ; Porat, Boaz

  • Author_Institution
    Systems Control Technology Inc., Palo Alto, CA
  • Volume
    32
  • Issue
    2
  • fYear
    1984
  • fDate
    4/1/1984 12:00:00 AM
  • Firstpage
    338
  • Lastpage
    343
  • 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;
  • fLanguage
    English
  • Journal_Title
    Acoustics, Speech and Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0096-3518
  • Type

    jour

  • DOI
    10.1109/TASSP.1984.1164328
  • Filename
    1164328
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1103290