Covariance sequence approximation for parametric spectrum modeling

DOI10.1109/TASSP.1981.1163680MaRDI QIDQ3326671zbMATH OpenOpenAlexFDO

Authors Louis L. Scharf, A. A. Beex

Publication date 1981

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.1981.1163680

zbMATH Keywords

ARMA sequencescovariance sequence approximationmodified least squares problemsparametric spectrum modeling

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(1)

• Approximate maximum likelihood frequency estimation

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