• DocumentCode
    3061718
  • Title

    A spectral matching technique for ARMA parameter estimation

  • Author

    Friedlander, B. ; Porat, Boaz

  • Author_Institution
    Systems Control Technology, Inc., Palo Alto, CA
  • Volume
    8
  • fYear
    1983
  • fDate
    30407
  • Firstpage
    1084
  • Lastpage
    1087
  • Abstract
    An iterative frequency domain technique is presented for estimating 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
    Computational complexity; Control systems; Equations; Frequency domain analysis; Frequency estimation; Maximum likelihood estimation; Parameter estimation; Signal processing; White noise; Wideband;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '83.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1983.1171965
  • Filename
    1171965
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3061718