ARMA Spectral Estimation: An Efficient Closed Form Procedure.

Abstract

In this report, an effective procedure for effecting on ARMA spectral model of a time series is described. This procedure is predicated on minimizing as set of 'basic error' terms as generated from an ARMA model that is hypothesized as characterizing the time series under analysis. The spectral estimation performance achieved in using this approach has been empirically found to be generally superior to that obtained using such contemporary methods as maximum entropy and the periodogram. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1981
Accession Number
ADA106753

Entities

People

  • James A. Cadzow

Organizations

  • Virginia Tech

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Coefficients
  • Contracts
  • Data Science
  • Earth Sciences
  • Electrical Engineering
  • Engineering
  • Equations
  • Excitation
  • Frequency
  • Frequency Domain
  • Linear Systems
  • Noise
  • Order Statistics
  • Random Variables
  • Remote Sensing
  • Signal Processing
  • Statistics

Readers

  • Computational Modeling and Simulation
  • Statistical inference.