• DocumentCode
    969119
  • Title

    Forward covariance least-squares algorithm: a new method in AR spectral estimation

  • Author

    Scott, Peter D. ; Nikias, C.L.

  • Author_Institution
    State University of New York, Department of Electrical Engineering, Buffalo, USA
  • Volume
    17
  • Issue
    3
  • fYear
    1981
  • Firstpage
    111
  • Lastpage
    112
  • Abstract
    A new method for estimating autoregressive (AR) process coefficients for spectral estimation is introduced by minimising the average power of the forward covariance prediction error. AR spectra generated by this method are shown to have improved performance over AR spectra generated by the best alternative forward prediction error method, the Yule-Walker estimator.
  • Keywords
    least squares approximations; spectral analysis; Yule-Walker estimator; autoregressive spectral estimation; forward covariance least squares algorithm;
  • fLanguage
    English
  • Journal_Title
    Electronics Letters
  • Publisher
    iet
  • ISSN
    0013-5194
  • Type

    jour

  • DOI
    10.1049/el:19810079
  • Filename
    4245541
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=969119