• DocumentCode
    925238
  • Title

    Efficient algorithm for ARMA spectral estimation

  • Author

    Friedlander, Benjamin

  • Author_Institution
    Systems Control Technology, Palo Alto, USA
  • Volume
    130
  • Issue
    3
  • fYear
    1983
  • fDate
    4/1/1983 12:00:00 AM
  • Firstpage
    195
  • Lastpage
    201
  • Abstract
    An ARMA spectral estimation technique based on the modified Yule-Walker equations is presented. Several recursive lattice algorithms are proposed for estimating the AR and MA spectral parameters. These computationally efficient algorithms provide spectral estimates of different orders. The choice of the AR model order and its effect on the quality of the spectral estimates are briefly discussed.
  • Keywords
    signal processing; spectral analysis; AR model; ARMA spectral estimation; VLSI; Yule-Walker equations; algorithm; lattice algorithms; maximum-likelihood; moving-average spectrum; prediction filter; quality;
  • fLanguage
    English
  • Journal_Title
    Communications, Radar and Signal Processing, IEE Proceedings F
  • Publisher
    iet
  • ISSN
    0143-7070
  • Type

    jour

  • DOI
    10.1049/ip-f-1.1983.0033
  • Filename
    4645745
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=925238