• DocumentCode
    3011983
  • Title

    An efficient linear method for ARMA spectral estimation

  • Author

    Moses, R. ; Stoica, P. ; Friedlander, B. ; Söderström, T.

  • Author_Institution
    The Ohio State University, Columbus, OH
  • Volume
    12
  • fYear
    1987
  • fDate
    31868
  • Firstpage
    2077
  • Lastpage
    2080
  • Abstract
    A three step method for obtaining nearly maximum likelihood ARMA spectral estimates is presented. The computational complexity of the algorithm is comparable to Yule-Walker methods, but the method gives asymptotically efficient estimates. The implementation of the algorithm is discussed, and numerical examples are presented to illustrate its performance.
  • Keywords
    Bandwidth; Covariance matrix; Density functional theory; Equations; Maximum likelihood estimation; Parameter estimation; Polynomials; Statistics;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '87.
  • Type

    conf

  • DOI
    10.1109/ICASSP.1987.1169393
  • Filename
    1169393
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3011983