Estimation of coherence and time delay with ARMA models

DOI10.1109/TASSP.1984.1164315MaRDI QIDQ3706375zbMATH OpenOpenAlexFDO

Authors

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.1984.1164315

zbMATH Keywords

autoregressive moving-average (ARMA) filtersdetectionleast squares, matrix pseudoinverse solutionlocalizationMagnitude squared coherenceradiating sourcetime delay

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10)

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