• 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