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Volumn 16, Issue 2, 1978, Pages 85-94

Recursive Multichannel Maximum Entropy Spectral Estimation

Author keywords

[No Author keywords available]

Indexed keywords

INFORMATION THEORY;

EID: 0017956898     PISSN: 00189413     EISSN: None     Source Type: Journal    
DOI: 10.1109/TGE.1978.294569     Document Type: Article
Times cited : (203)

References (22)
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  • 2
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  • 4
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    • R. H. Jones, “Multivariate maximum entropy spectral analysis,” presented at the Applied Time Series Analysis Symp., Tulsa, OK, May 14-15,1976.
    • (1976) Applied Time Series Analysis Symp.
    • Jones, R.H.1
  • 5
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    • Multivariate autoregression estimation using residuals
    • presented at Applied , Tulsa, OK, May 14-15, (also to be published in Applied Time Series Anaisis, ed. D. Findley. New York: Academic Press, 1977).
    • “Multivariate autoregression estimation using residuals,” presented at Applied Time Series Analysis Symp., Tulsa, OK, May 14-15, 1976 (also to be published in Applied Time Series Anaisis, ed. D. Findley. New York: Academic Press, 1977).
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  • 6
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    • A view of three decades of linear filtering theory
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    • (1974) IEEE Trans. Inform. Theory , vol.IT-20 , pp. 145-181
    • Kailath, T.1
  • 7
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    • Stable and efficient lattice methods for linear prediction
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  • 8
    • 0003420247 scopus 로고
    • Fast algorithms for multivariable systems
    • Stanford Univ., Stanford, CA
    • M. Morf, “Fast algorithms for multivariable systems,” Ph.D. dissertation, Stanford Univ., Stanford, CA, 1975.
    • (1975) Ph.D. dissertation
    • Morf, M.1
  • 9
    • 0016538243 scopus 로고
    • Square-root algorithms for least-squares estimation
    • M. Morf and T. Kailath, “Square-root algorithms for least-squares estimation,” IEEE Trans. Automat. Cont., vol. AC-20, pp.487-497,1976.
    • (1976) IEEE Trans. Automat. Cont. , vol.AC-20 , pp. 487-497
    • Morf, M.1    Kailath, T.2
  • 11
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    • M. Morf, A. Vieira, and T. Kailath, “Covariance characterization by partial autocorrelation matrices,” to be published in Annals of Statistics, May 1978.
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    • Morf, M.1    Vieira, A.2    Kailath, T.3
  • 12
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    • Ladder forms for identification and speech processing
    • New Orleans, LA, Dec. 7-9
    • M. Morf, A. Vieira, and D. T. Lee, “Ladder forms for identification and speech processing,” in Proc. Conf. on Decision and Control, New Orleans, LA, Dec. 7-9, 1977.
    • (1977) Proc. Conf. on Decision and Control
    • Morf, M.1    Vieira, A.2    Lee, D.T.3
  • 13
    • 0343010301 scopus 로고
    • Fortran program for multivariate linear predictive spectral analysis employing forward and backward averaging
    • New London, CT, May 9
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    • Nuttall, A.H.1
  • 14
    • 0343010301 scopus 로고
    • Multivariate linear predictive spectral analysis employing weighted forward and backward averaging: A generalization of Burg's algorithm
    • New London, CT, Oct. 13
    • “Multivariate linear predictive spectral analysis employing weighted forward and backward averaging: A generalization of Burg's algorithm,” Naval Underwater System Center, NUSC Tech. Doc. 5501, New London, CT, Oct. 13, 1976.
    • (1976) Naval Underwater System Center, NUSC Tech. Doc. 5501
  • 15
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    • Positive definite spectral estimate and stable correlation recursion for multivariate linear predictive spectral analysis
    • New London, CT, Nov. 14
    • “Positive definite spectral estimate and stable correlation recursion for multivariate linear predictive spectral analysis,” Naval Underwater System Center, NUSC Tech. Doc. 5729, New London, CT, Nov. 14, 1976.
    • (1976) Naval Underwater System Center, NUSC Tech. Doc. 5729
  • 16
    • 0003249203 scopus 로고
    • Multiple time series modeling
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    • E. Parzen, “Multiple time series modeling,” in Multivariate Analysis 2, P. R. Krishnaian, Ed. New York: Academic Press, 1969, pp. 389-409.
    • (1969) Multivariate Analysis 2, P. R. Krishnaian , pp. 389-409
    • Parzen, E.1
  • 17
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    • Development of fast algorithms via innovations decompositions
    • (Honolulu, HI), Jan.
    • G. S. Sidhu, T. Kailath, and M. Morf, “Development of fast algorithms via innovations decompositions,” in Proc. 7th Hawaii Int. Conf. Syst. Sci. (Honolulu, HI), Jan. 1974.
    • (1974) Proc. 7th Hawaii Int. Conf. Syst. Sci.
    • Sidhu, G.S.1    Kailath, T.2    Morf, M.3
  • 18
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    • Computer programs for maximum entropy spectral analysis of real and complex multichannel time series (with microfilm plots)
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    • O. N. Strand, “Computer programs for maximum entropy spectral analysis of real and complex multichannel time series (with microfilm plots),” National Oceanic and Atmospheric Administration, NOAA Tech. Memo ERL WPL-22, Boulder, CO, Apr. 1977.
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    • Strand, O.N.1
  • 19
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    • Multichannel complex maximum entropy (autoregressive) spectral analysis
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  • 20
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  • 21
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    • Matrix orthogonal polynomials, with applications to autoregressive modeling and ladder forms
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    • A. C. G. Vieira, “Matrix orthogonal polynomials, with applications to autoregressive modeling and ladder forms,” Ph.D. dissertation, Stanford Univ., Stanford, CA, Aug. 1977.
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  • 22
    • 0001080696 scopus 로고
    • Recursive solution to the multichannel filtering problem
    • R. A. Wiggins and E. A. Robinson, “Recursive solution to the multichannel filtering problem,” J. Geophys. Res., vol. 70, pp. 1885-1891,1965.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.