• DocumentCode
    2993953
  • Title

    Bounds for ARMA spectral analysis based on sample covariances

  • Author

    Friedlander, Benjamin ; Porat, Boaz

  • Author_Institution
    Systems Control Technology, Inc., Palo Alto, California
  • Volume
    10
  • fYear
    1985
  • fDate
    31138
  • Firstpage
    616
  • Lastpage
    619
  • Abstract
    The accuracy of ARMA spectral estimation methods is investigated. A lower bound for spectral estimates based on sample covariances is derived. Numerical examples are presented to illustrate the potential loss of accuracy when using sample covariances rather than the data.
  • Keywords
    Computational complexity; Control systems; Density functional theory; Difference equations; Maximum likelihood estimation; Milling machines; Parameter estimation; Polynomials; Spectral analysis; White noise;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '85.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1985.1168335
  • Filename
    1168335
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2993953