A General Lower Bound for Parametric Spectrum Estimation

IEEE Transactions on Acoustics, Speech, and Signal Processing

Volumn 32, Issue 4, 1984, Pages 728-733

  Porat, Boaz ^b  

^a Systems Control Technology Inc   (United States)

^b TECHNION ISRAEL INSTITUTE OF TECHNOLOGY   (Israel)

Author keywords

[No Author keywords available]

Indexed keywords

GENERAL LOWER BOUND; PARAMETRIC SPECTRUM ESTIMATION;

SIGNAL FILTERING AND PREDICTION;

EID: 0021471787     PISSN: 00963518     EISSN: None     Source Type: Journal    
DOI: 10.1109/TASSP.1984.1164392     Document Type: Article

References (13)

1. T. W. Anderson, The Statistical Analysis of Time Series. New York: Wiley, 1971.
2. H. L. Trees, Detection, Estimation and Modulation Theory, Part III. New York: Wiley, 1971.
3. S. M. Kay and S. L. Marple “Spectrum analysis-A modern perspective,” Proc. IEEE, vol. 69, pp. 1380–1419, Nov. 1981.
4. S. Zacks, The Theory of Statistical Inference. New York: Wiley, 1971.
5. P. Whittle, “The analysis of multiple stationary time series,” J. Royal Statist. Soc., vol. 15, pp. 125–139, 1953.
6. W. Gersch and D. R. Sharpe, “Estimation of power spectra with finite-order autoregressive models” IEEE Trans. Automat. Contr., vol. AC-18, pp. 367–369, Aug. 1973.
7. H. Akaike “A new look at the statistical model identification,” IEEE Trans. Automat. Contr., vol. AC-19, pp. 716–723, Dec. 1974.
8. S. M. Kay “Noise compensation for autoregressive spectral estimates,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-28, pp. 292–303, June 1980.
9. J. A. Cadzow and R. L. Moses, “An adaptive ARMA spectral estimator: Part I,” in Proc. 1st ASSP Workshop on Signal Processing, Hamilton, Ont., Canada, Aug. 1981.
10. W. E. Larimore, “A survey of some recent developments in system parameter estimation,” in Proc. 6th IFAC Symp. Identification and Syst. Parameter Estimation, Arlington, VA, June 7–11, 1982, pp. 979–984.
11. H. Sakai and H. Tokumaxu “Statistical analysis of a spectral estimator for ARMA processes,” IEEE Trans. Automat. Contr., vol. AC-25, pp. 122–124, Feb, 1980.
12. H. Sakai “Statistical properties of AR spectral analysis,” IEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-27, pp. 402–409, Aug. 1979.
13. B. Friedlander, “The asymptotic performance of the modified Yule-Walker estimator,” in Proc. ASSP Spectrum Estimation Workshop II, Tampa, FL, Nov. 10–11, 1983, pp. 22–26.