Modern Methods of Multiple Spectral Density Estimation.

Abstract

Methodology for estimating the spectral density of a multiple time series is presented. The windowed and autoregressive methods are described and a new estimator called the periodic autoregressive estimator is proposed. A worked example is given and a Fortran program written by the author is described. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1979
Accession Number
ADA081172

Entities

People

  • H. Joseph Newton

Organizations

  • Texas A&M University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Data Science
  • Estimators
  • Information Science
  • Interdisciplinary Science
  • Materials Testing
  • Mathematical Analysis
  • Mathematics
  • Plastic Explosives
  • Statistical Analysis
  • Statistics
  • Test Methods

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Computer Science.