DocumentCode
3055856
Title
Linear transformations and parametric spectrum analysis
Author
Scharf, L.L. ; Gueguen, C.J. ; Dugre, J.P. ; Moreau, N.
Author_Institution
University of Rhode Island, Kingston, RI
Volume
7
fYear
1982
fDate
30072
Firstpage
1016
Lastpage
1020
Abstract
A general framework for deriving and interpreting analysis and synthesis spectra of the autoregressive (AR) and moving average (MA) type is presented. Investigation of AR linear transformations of finite dimensional data records yields a set of intermediate MA techniques associated with approximation of the inverse correlation matrix R-1. The corresponding spectrum we call a parameterized maximum likelihood method (pMLM) spectrum. Investigation of MA linear transformations yields a set of intermediate MA techniques associated with approximation of the correlation matrix R. The corresponding spectrum we call a parameterized Bartlett spectrum (pBA). Simulations on synthetic AR, MA and ARMA data sets illustrate the techniques and lead to interesting remarks concerning the use of parameterizations of R and R-1to differentiate between data sets of AR and MA type.
Keywords
Filters; Linear systems; Matrix decomposition; Maximum likelihood estimation; Parametric statistics; Random processes; Spectral analysis; Symmetric matrices; Tellurium; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '82.
Type
conf
DOI
10.1109/ICASSP.1982.1171704
Filename
1171704
Link To Document