On Some Suboptimum ARMA Spectral Estimators

S. Bruzzone; M. Kaveh

doi:10.1109/TASSP.1980.1163462

On Some Suboptimum ARMA Spectral Estimators

S. Bruzzone, M. Kaveh

Electrical and Computer Engineering

Research output: Contribution to journal › Article › peer-review

15 Scopus citations

Abstract

This correspondence describes some suboptimum schemes for ARMA spectral estimation. A least squares method is presented and compared to the method based on the modified Yule-Walker equations. A modification of the latter method is also given that improves its behavior in estimating spectra with narrow peaks. Examples are then shown that compare the suboptimum methods to the maximum likelihood one.

Original language	English (US)
Pages (from-to)	753-755
Number of pages	3
Journal	IEEE Transactions on Acoustics, Speech, and Signal Processing
Volume	28
Issue number	6
DOIs	https://doi.org/10.1109/TASSP.1980.1163462
State	Published - 1980

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abstract = "This correspondence describes some suboptimum schemes for ARMA spectral estimation. A least squares method is presented and compared to the method based on the modified Yule-Walker equations. A modification of the latter method is also given that improves its behavior in estimating spectra with narrow peaks. Examples are then shown that compare the suboptimum methods to the maximum likelihood one.",

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On Some Suboptimum ARMA Spectral Estimators

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