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Iterative least-squares procedure for ARMA spectral estimation

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Nonlinear Methods of Spectral Analysis

Part of the book series: Topics in Applied Physics ((TAP,volume 34))

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References

  1. G. E. P. Box, G. M. Jenkins: Time Series Analysis, Forecasting, and Control (Holden-Day, San Francisco 1970)

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  2. E. A. Robinson, M. T. Silvia: Digital Signal Processing and Time Series Analysis (Holden-Day, San Francisco 1978)

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  3. J.P.Burg: “Maximum Entropy Spectral Analysis”; Ph.D. Thesis, Stanford University, Stanford, Calif. (1975)

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  4. N. Levinson: J. Math. Phys. 25, 261–278 (1946)

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  5. R. A. Wiggins, E. A. Robinson: J. Geophys. Res. 70, 1885–1891 (1965)

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  6. E. A. Robinson, H. Wold: “Minimum-Delay Structure of Least-Squares and eo-ipso Predicting Systems”, in Brown University Symposium on Time Series Analysis (Wiley and Sons, New York 1963) pp. 192–196

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  7. E. A. Robinson: Multichannel Time Series Analysis with Digital Computer Programs (Holden-Day, San Francisco 1978)

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Authors

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Simon Haykin Ph, D., D. Sc.

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© 1979 Springer-Verlag

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Robinson, E.A. (1979). Iterative least-squares procedure for ARMA spectral estimation. In: Haykin, S. (eds) Nonlinear Methods of Spectral Analysis. Topics in Applied Physics, vol 34. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-12386-5_11

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  • DOI: https://doi.org/10.1007/3-540-12386-5_11

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12386-6

  • Online ISBN: 978-3-540-70752-3

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