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

DOI10.1109/29.46554MaRDI QIDQ3033669zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

high-order Yule-Walker (HOYW) estimator

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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(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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