Positive Definite Spectral Estimate and Stable Correlation Recursion for Multivariate Linear Predictive Spectral Analysis.

Abstract

The questions regarding a positive definite spectral estimate and a stable correlation recursion are answered in the affirmative for the particular choice of weighting recommended in the above reference. A modified and updated FORTRAN program for multivariate spectral analysis, which incorporates calculation of the correlation matrices via recursion, and the aliased correlation matrices via a fast Fourier transform (FFT), are included.

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Document Details

Document Type
Technical Report
Publication Date
Nov 14, 1977
Accession Number
ADA048035

Entities

People

  • Albert H. Nuttall

Organizations

  • Naval Underwater Systems Center

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  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Acoustic Signals
  • Air Force
  • Air Force Facilities
  • British Columbia
  • Data Sets
  • Eigenvalues
  • Engineering
  • Equations
  • Fast Fourier Transforms
  • Navy
  • Operating Systems
  • Plastic Explosives
  • Residuals
  • Sequences
  • Signal Processing
  • Spectra
  • Three Dimensional

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  • Computational Modeling and Simulation
  • Graph Algorithms and Convex Optimization.
  • Image Processing and Computer Vision.