Efficient algorithm for ARMA spectral estimation
作者:
BenjaminFriedlander,
期刊:
IEE Proceedings F (Communications, Radar and Signal Processing)
(IET Available online 1983)
卷期:
Volume 130,
issue 3
页码: 195-201
年代: 1983
DOI:10.1049/ip-f-1.1983.0033
出版商: IEE
数据来源: IET
摘要:
An ARMA spectral estimation technique based on the modified Yule-Walker equations is presented. Several recursive lattice algorithms are proposed for estimating the AR and MA spectral parameters. These computationally efficient algorithms provide spectral estimates of different orders. The choice of the AR model order and its effect on the quality of the spectral estimates are briefly discussed.
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