PERFORMANCE EVALUATION OF THE MODIFIED YULE-WALKER ESTIMATOR

被引：3

作者：

FRIEDLANDER, B ^{[1
]}

SHARMAN, KC ^{[1
]}

机构：

[1] UNIV STRATHCLYDE,DEPT ELECTR & ELECT ENGN,GLASGOW G1 1XW,SCOTLAND

来源：

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING | 1985年 / 33卷 / 03期

关键词：

D O I：

10.1109/TASSP.1985.1164598

中图分类号：

O42 [声学];

学科分类号：

070206 ; 082403 ;

摘要：

引用

页码：719 / 725

页数：7

共 14 条

[1]

BOX GEP, 1970, TIME SERIES ANAL FOR

[2]

BRUZZONE SP, 1983, IEEE T INFORM THEORY, V29, P467

[3] HIGH-PERFORMANCE SPECTRAL ESTIMATION - A NEW ARMA METHOD [J].

CADZOW, JA .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1980, 28 (05) :524-529

[4] SPECTRAL ESTIMATION - AN OVERDETERMINED RATIONAL MODEL EQUATION APPROACH [J].

CADZOW, JA .

PROCEEDINGS OF THE IEEE, 1982, 70 (09) :907-939

[5]

CRAMER H, 1951, MATH METHODS STATIST

[6] ON THE COMPUTATION OF THE CRAMER-RAO BOUND FOR ARMA PARAMETER-ESTIMATION [J].

FRIEDLANDER, B .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1984, 32 (04) :721-727

[7] THE MODIFIED YULE-WALKER METHOD OF ARMA SPECTRAL ESTIMATION [J].

FRIEDLANDER, B ;

PORAT, B .

IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 1984, 20 (02) :158-173

[8] INSTRUMENTAL VARIABLE METHODS FOR ARMA SPECTRAL ESTIMATION [J].

FRIEDLANDER, B .

IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1983, 31 (02) :404-415

[9] STATISTICAL EFFICIENCY OF CORRELATION-BASED METHODS FOR ARMA SPECTRAL ESTIMATION [J].

KAVEH, M ;

BRUZZONE, SP .

IEE PROCEEDINGS-F RADAR AND SIGNAL PROCESSING, 1983, 130 (03) :211-217

[10] ESTIMATION OF MODELS OF AUTOREGRESSIVE SIGNAL PLUS WHITE NOISE [J].

PAGANO, M .

ANNALS OF STATISTICS, 1974, 2 (01) :99-108

← 1 2 →