Computationally Fast Algorithms for ARMA Spectral Estimation,

Abstract

Various procedures for effecting a rational spectral model of a stationary time series are presented. In particular, the new high performance ARMA modeling method is detailed and its superior spectral estimation performance relative to the AR maximum entropy and Box-Jenkins ARMA method is demonstrated. The major contribution of this report is the development of a super fast adaptive algorithm for implementing the high performance ARMA algorithm thereby making real time estimates feasible. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1981
Accession Number
ADA102489

Entities

People

  • James A. Cadzow
  • Koji Ogino

Organizations

  • Virginia Tech

Tags

Communities of Interest

  • Energy and Power Technologies
  • Ground and Sea Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Algorithms
  • Computational Complexity
  • Computer Programs
  • Computers
  • Data Science
  • Electrical Engineering
  • Estimators
  • Information Science
  • Information Theory
  • Power Spectra
  • Probability
  • Random Variables
  • Signal Processing
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics
  • Stochastic Processes

Fields of Study

  • Engineering

Readers

  • Statistical inference.
  • Systems Analysis and Design