Instrumental variable methods for ARMA spectral estimation

DOI10.1109/TASSP.1983.1164072MaRDI QIDQ3680125zbMATH OpenOpenAlexFDO

Authors Benjamin Friedlander

Publication date 1983

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/tassp.1983.1164072

zbMATH Keywords

adaptive spectral estimationARMA spectral estimationefficient lattice algorithmmodified Yule-Walker equationsoverdetermined caserecursive instrumental variable algorithmssample correlation coefficientssimulation results

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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