A new autoregressive spectrum analysis algorithm

DOI10.1109/TASSP.1980.1163429MaRDI QIDQ3036666zbMATH OpenFDO

Authors Larry Marple

Publication date 1980

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.1980.1163429

zbMATH Keywords

autoregressive spectrum analysis algorithmBurg algorithmleast squares solutionlinear predictionspectral line splittingToeplitz matrices

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Probabilistic methods, stochastic differential equations (65C99) Numerical methods for trigonometric approximation and interpolation (65T40) Estimation and detection in stochastic control theory (93E10)

Cited in

(13)

• Nonlinear dynamic research on EEG signals in HAI experiment
• Unified dual optimization and algorithms for image reconstruction and spectral estimation
• Estimation of periodicities in hydrologic data
• AR and ARMA spectral estimation
• Fast triangular factorization of the sum of quasi-Toeplitz and quasi- Hankel matrices
• AR parameter estimation by a feedback neural network
• The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
• The Kähler mean of block-Toeplitz matrices with Toeplitz structured blocks
• LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION
• Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators
• ESTIMATION OF THE NON-STATIONARY FACTOR IN ARUMA MODELS
• New autoregressive (AR) order selection criteria based on the prediction error estimation
• Researches on chaos phenomenon of EEG dynamics model

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