DocumentCode
935062
Title
A recursive maximum likelihood algorithm for ARMA spectral estimation
Author
Friedlander, Benjamin
Volume
28
Issue
4
fYear
1982
fDate
7/1/1982 12:00:00 AM
Firstpage
639
Lastpage
646
Abstract
A spectral estimation technique is presented for autoregressive moving-average (ARMA) processes. The technique is based on a parameter estimation technique known as the rec ursive maximum likelihood (RML) method. The recursive spectral estimation algorithm is presented and its asymptotic properties are discussed. Simulation results are presented to illustrate the performance of the estimator for various types of data.
Keywords
Autoregressive moving-average processes; Recursive estimation; maximum-likelihood (ML) estimation; Frequency shift keying; Maximum likelihood estimation; Mobile communication; Notice of Violation; Phase shift keying; Rayleigh channels; Recursive estimation; Spread spectrum communication; Testing; Viterbi algorithm;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1982.1056531
Filename
1056531
Link To Document