An improved maximum likelihood method for power spectral density estimation

DOI10.1109/TASSP.1984.1164292MaRDI QIDQ3700643zbMATH OpenOpenAlexFDO

Authors Miguel A. Lagunas-Hernandez, Antoni Gasull-Llampallas

Publication date 1984

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.1984.1164292

zbMATH Keywords

estimationmaximum entropy methodpower spectral densityimproved maximum likelihood method

Mathematics Subject Classification ID

Probabilistic methods, stochastic differential equations (65C99) Inference from stochastic processes and spectral analysis (62M15)

Cited in

(3)

• Minimum variance time of arrival estimation for positioning
• Study of Capon method for array signal processing
• Capon estimation of covariance sequences

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