Title :
A parametric set of spectral estimates and their performance
Author :
Ugrinovsky, Roman
Author_Institution :
Inst. of Appl. Phys., Acad. of Sci., Nizhny Novgorod, Russia
Abstract :
A novel rigorous approach to the spectral density estimation problem based on the trigonometric moment problem technique is considered. Using the trigonometric moment problem results, all possible extrapolations of the autocorrelation function, which are in agreement with a set of known values are found. A-wide set of spectral estimators is described in terms of polynomials orthogonal with respect to the given autocorrelation sequence. The parametric representation for this set is given. The performance of the proposed spectral estimator with arbitrary parametrization function is established
Keywords :
correlation methods; estimation theory; extrapolation; method of moments; parameter estimation; polynomials; spectral analysis; arbitrary parametrization function; autocorrelation function; autocorrelation sequence; extrapolations; moment method; parametric representation; parametric set; performance; polynomials; spectral density estimation; spectral estimates; trigonometric moment problem; Autocorrelation; Concrete; Extrapolation; Maximum likelihood estimation; Multiple signal classification; Physics; Polynomials; Sensor arrays; Signal processing; Stochastic processes;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1995. ICASSP-95., 1995 International Conference on
Conference_Location :
Detroit, MI
Print_ISBN :
0-7803-2431-5
DOI :
10.1109/ICASSP.1995.479886
