Title :
On the estimation of rational transfer functions from samples of the power spectrum
Author :
Baggenstoss, Paul M. ; Kumaresan, Ramdas
Author_Institution :
Raytheon Co., Portsmouth, RI, USA
fDate :
3/1/1993 12:00:00 AM
Abstract :
A discrete-time system with a rational transfer function is identified from real nonuniformity spaced noise-corrupted samples of the power spectrum by solving a set of linear equations using properties of the divided difference operator. Computer simulations show that iterative improvement of the estimates allows the Cramer-Rao (CR) bound to be achieved
Keywords :
spectral analysis; transfer functions; Cramer-Rao bound; computer simulations; discrete-time system; divided difference operator; linear equations; nonuniformly spaced noise samples; power spectrum; rational transfer functions; Digital filters; Discrete wavelet transforms; Equations; Filter bank; Notice of Violation; Polynomials; Signal processing; Transfer functions; Wavelet analysis; Wavelet coefficients;
Journal_Title :
Signal Processing, IEEE Transactions on
