A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process (Q2286040)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process |
scientific article |
Statements
A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process (English)
0 references
9 January 2020
0 references
block Toeplitz matrix
0 references
generating function
0 references
power spectral density
0 references
spectral estimation method
0 references