A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process (Q2286040)
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scientific article; zbMATH DE number 7149609
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| English | A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process |
scientific article; zbMATH DE number 7149609 |
Statements
A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process (English)
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9 January 2020
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block Toeplitz matrix
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generating function
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power spectral density
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spectral estimation method
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0.85266036
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0.85151505
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0.8442621
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0.8390418
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0.8351871
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0.83469343
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