Identification and Autoregressive Spectrum Estimation

IEEE Transactions on Automatic Control

Volumn 19, Issue 6, 1974, Pages 894-898

  Jones, Richard H ^a  

^a UNIVERSITY OF HAWAII   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

SYSTEMS SCIENCE AND CYBERNETICS;

EID: 0016321934     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1974.1100730     Document Type: Article

References (15)

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2. ――, “On a semi-automatic power spectrum estimation procedure,” in Proc. 3rd Hawaii Int. Conf. System Sciences (part 2), 1970.
3. ――, “Autoregressive model fitting for control,” Ann. Inst. Statist. Math., vol. 23, pp. 163–180, 1971.
4. ――, “Information theory and an extension of the maximum likelihood principle,” presented at the 2nd Int. Symp. Information Theory, Tsahkadsor, Armenian SSR, Sept. 2–8, 1971; also Probl. Contr. Inform. Theory. Akademiai Kiado. Budapest.
5. ――, “Use of an information theoretic quantity for statistical model identification,” in Proc. 5th Hawaii Int. Conf. System Sciences, 1972.
6. ――, “Automatic data structure search by the maximum likeli-hood,” in Computers in Biomedicine (supplement to Proc. 5th Hawaii Int. Conf. System Sciences). North Hollywood, Calif.: Western Periodicals.
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8. E. J. Hannan, Multiple Time Series. New York: Wiley, 1970.
9. E. J. Hannan and P. J. Thomson, “The estimation of coherence and group delay,” Biometrika. vol. 58, pp. 469-481,1971
10. R. H., Jones, “Prediction of multivariate tme series,” J. Appl. Meteor., vol. 3. pp. 285–289, 1964.
11. ――, “Spectrum estimation with missing observations,” Ann. Inst. Statist. Math., vol. 23, pp. 387–398. 1971.
12. R. H. Jones, D. H. Crowell, and L. E. Kapuniai, “Change detection model for serially correlated multivariate data,” Biometrics, vol. 26, pp. 269–280. 1970.
13. E. Parzen, “Multiple time series modeling,” in Multivariate Analysis-II, P. R. Krishnaiah, Ed. New York: Academic Press. 1969,pp.389-409.
14. ――, “Some recent advances in time series analyses,” in Statistical Models and Turbulence, M. Rosenblatt, Ed. New York: Springer, 1971.
15. P. Whittle, “On the fitting of multivariate autoregressions, and the approximate canonical factorization of a spectral density marix,” Biometrika, vol. 50, pp. 129–134, 1963.