scientific article; zbMATH DE number 922650

MaRDI QIDQ4893174zbMATH OpenFDO

Authors Petre Stoica, Anders Eriksson, Torsten Söderström

Publication date 11 November 1996

zbMATH Keywords

covariance matrixeigenanalysis based methodseigenelementsfrequency estimationMarkov-like methodminimum varianceobserved sample covariance matrixsample eigenvectors

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Inference from stochastic processes and spectral analysis (62M15)

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Cited in

(6)

• Comparative performance study of SVD-based and QRD-based high-order Yule- Walker methods for frequency estimation
• Statistical analysis of an eigendecomposition based method for 2-D frequency estimation
• Cramér-Rao bound for estimates of frequencies and damping factors of real superimposed signals with multiple poles in noise
• Performance of high resolution frequencies estimation methods compared to the Cramer-Rao bounds
• Systematic Determination of Eigenfields in Frequency Domain
• An exact analysis of Pisarenko's single-tone frequency estimation algorithm

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