• DocumentCode
    3069715
  • Title

    An approximate maximum likelihood approach to ARMA spectral estimation

  • Author

    Stoica, P. ; Friedlander, B. ; Soderstrom, T.

  • Author_Institution
    Institutul Politehnic Bucuresti, Bucharest, Romania
  • fYear
    1985
  • fDate
    11-13 Dec. 1985
  • Firstpage
    1276
  • Lastpage
    1281
  • Abstract
    A multi-step approximate maximum likelihood method for ARMA spectral estimation is derived, based on an idea due to Walker. The proposed estimator provides the asymptotic accuracy of a maximum likelihood technique, at a modest computational cost. The asymptotic properties of the estimator are investigated.
  • Keywords
    Computational efficiency; Maximum likelihood estimation; Polynomials; Q measurement;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1985 24th IEEE Conference on
  • Conference_Location
    Fort Lauderdale, FL, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1985.268713
  • Filename
    4048513
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3069715