A modified version of the Pisarenko method to estimate the power spectral density of any asymptotically wide sense stationary vector process
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Publication:2286040
DOI10.1016/j.amc.2019.06.040zbMath1433.15030OpenAlexW2954887824MaRDI QIDQ2286040
Publication date: 9 January 2020
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2019.06.040
Inference from stochastic processes and spectral analysis (62M15) Eigenvalues, singular values, and eigenvectors (15A18) Measures of information, entropy (94A17) Toeplitz, Cauchy, and related matrices (15B05) Numerical computation of matrix exponential and similar matrix functions (65F60)
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