Asymptotic properties of the high-order Yule-Walker estimates of sinusoidal frequencies

DOI10.1109/29.46554zbMATH Open0691.93054OpenAlexW2139547573MaRDI QIDQ3033669FDOQ3033669

Authors: Petre Stoica, Funan Ti, Torsten Söderström 

Publication date: 1989

Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/29.46554

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zbMATH Keywords

high-order Yule-Walker (HOYW) estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cited In (11)

• High-order Yule-Walker equations for estimating sinusoidal frequencies: The complete set of solutions
• Autoregressive frequency detection using regularized least squares
• Asymptotic bias of the high-order autoregressive estimates of sinusoidal frequencies
• New insights into the high-order Yule-Walker equations
• Estimation of autoregressive fading channels based on two cross-coupled \(H_{\infty }\) filters
• Statistical analysis of TLS-based Prony techniques
• An efficient linear method for ARMA spectral estimation
• Comparative performance study of SVD-based and QRD-based high-order Yule- Walker methods for frequency estimation
• On the estimation of periodic signals in the diffusion process using a high-frequency scheme
• Spectral estimation via the high-order Yule-Walker equations
• High-order Yule--Walker estimation of the parameters of exponentially damped cisoids in noise

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