A Smoothness Priors Long AR Model Method for Spectral Estimation

IEEE Transactions on Automatic Control

Volumn 30, Issue 1, 1985, Pages 57-65

  Kitagawa, Genshiro ^a   Gersch, Will ^b  

^a INSTITUTE OF STATISTICAL MATHEMATICS   (Japan)

^b UNIVERSITY OF HAWAII   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

STATISTICAL METHODS;

BAYESIAN MODEL; SMOOTHNESS PRIORS LONG AR MODEL METHOD; SPECTRAL ESTIMATION; WHITENING FILTER;

CONTROL SYSTEMS;

EID: 0021819423     PISSN: 00189286     EISSN: 15582523     Source Type: Journal    
DOI: 10.1109/TAC.1985.1103786     Document Type: Article

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