Title :
ARMA spectrum estimation by extended lattice
Author :
Martinelli, Giovanni ; Orlandi, C.
Author_Institution :
University of Rome, Rome, Italy
Abstract :
A new algorithm for identifying the spectrum of an ARMA process is proposed. The algorithm is a natural extension of the classical lattice predictor. An example of application to the estimate of the frequency of a sinusoid in white noise is presented.
Keywords :
Autocorrelation; Frequency estimation; Lattices; Optimized production technology; Polynomials; Sampling methods; Signal processing; Spectral analysis; Vectors; White noise;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '84.
DOI :
10.1109/ICASSP.1984.1172290
