A new autoregressive spectrum analysis algorithm
DOI10.1109/TASSP.1980.1163429zbMATH Open0524.65096MaRDI QIDQ3036666FDOQ3036666
Authors: Larry Marple 
Publication date: 1980
Published in: IEEE Transactions on Acoustics, Speech, and Signal Processing (Search for Journal in Brave)
linear predictionleast squares solutionToeplitz matricesBurg algorithmspectral line splittingautoregressive spectrum analysis algorithm
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and prediction (62M20) Signal detection and filtering (aspects of stochastic processes) (60G35) Numerical methods for trigonometric approximation and interpolation (65T40) Estimation and detection in stochastic control theory (93E10)
Cited In (13)
- Researches on chaos phenomenon of EEG dynamics model
- Toeplitz matrices for LTI systems, an illustration of their application to Wiener filters and estimators
- Nonlinear dynamic research on EEG signals in HAI experiment
- AR parameter estimation by a feedback neural network
- LEVINSON-TYPE RECURSIVE ALGORITHMS FOR LEAST-SQUARES AUTOREGRESSION
- ESTIMATION OF THE NON-STATIONARY FACTOR IN ARUMA MODELS
- New autoregressive (AR) order selection criteria based on the prediction error estimation
- The Kähler mean of block-Toeplitz matrices with Toeplitz structured blocks
- Estimation of periodicities in hydrologic data
- Unified dual optimization and algorithms for image reconstruction and spectral estimation
- AR and ARMA spectral estimation
- The effects of different choices of order for autoregressive approximation on the Gaussian likelihood estimates for ARMA models
- Fast triangular factorization of the sum of quasi-Toeplitz and quasi- Hankel matrices
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