A general lower bound for parametric spectrum estimation

DOI10.1109/TASSP.1984.1164392MaRDI QIDQ3706377zbMATH OpenFDO

Authors Boaz Porat, Benjamin Friedlander

Publication date 1984

Published in IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TASSP.1984.1164392

zbMATH Keywords

ARMA and AR-plus-noise modelslower bound on the variance of parametric spectral estimatorszero-mean Gaussian stationary time series

Mathematics Subject Classification ID

Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15)

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(7)

• Parameter estimation of continuous-time stationary Gaussian processes with rational spectra
• A lower bound on the mean-square error in random parameter estimation (Corresp.)
• Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
• An efficient linear method for ARMA spectral estimation
• New performance bounds in signal parameter estimation under mismatch
• Peak-insensitive parametric spectrum estimation
• Antieigenvalues provide a bound on realized signal to noise ratio

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