Spectral Estimation Technology.

Abstract

During the two months period of this grant, the principle investigator and his graduate research assistant developed an adaptive method for optimally updating the autoregressive coefficients of the autoregressive - moving average (ARMA) model as new observations are made available. This updating algorithm is predicted on making use of a 'restricted' set of Yule-Walker equations which governs the ARMA model's time domain description. This algorithm will be dependent on a projection operator formulation. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Sep 25, 1981
Accession Number
ADA107031

Entities

People

  • James A. Cadzow

Organizations

  • Virginia Tech

Tags

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Autocorrelation
  • Coefficients
  • Electrical Engineering
  • Engineering
  • Equations
  • Mathematics
  • Measurement
  • Observation
  • Production Engineering
  • Scientific Research
  • Spectra
  • Stationary
  • Time Domain
  • Virginia

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Research Science/Academic Research
  • Statistical inference.