scientific article

Publication date: 5 June 1993

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

algorithms spectral estimation periodogram computer simulations stationary processes ARMA models FORTRAN 77 order estimation AR models second-order properties rational spectral densities sinusoidal parameter estimation two-dimensional spectral estimation Blackman-Tukey approaches classical approaches computer program subroutine implementations minimum variance (Capon) spectral estimation Model order selection procedures multichannel spectral estimation

Mathematics Subject Classification ID

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

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