On Some Suboptimum ARMA Spectral Estimators

S. Bruzzone, M. Kaveh

Research output: Contribution to journalArticlepeer-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 languageEnglish (US)
Pages (from-to)753-755
Number of pages3
JournalIEEE Transactions on Acoustics, Speech, and Signal Processing
Volume28
Issue number6
DOIs
StatePublished - 1980

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