The Envelope of Spectral Power for Stochastic Processes

IEEE Transactions on Information Theory

Volumn 40, Issue 2, 1994, Pages 584-588

  Shankwitz, Craig R ^a   Georgiou, Tryphon T ^a  

^a UNIVERSITY OF MINNESOTA   (United States)

Author keywords

Maximum likelihood method; spectral estimation

Indexed keywords

CONSTRAINT THEORY; CORRELATION THEORY; ESTIMATION; MATHEMATICAL MODELS; MATRIX ALGEBRA; POLYNOMIALS; RANDOM PROCESSES; RECURSIVE FUNCTIONS; SPECTRUM ANALYSIS;

COVARIANCE LAGS; MAXIMUM ENTROPY; MAXIMUM LIKELIHOOD SPECTRAL ESTIMATION; SPECTRAL POWER;

STATISTICAL METHODS;

EID: 0028387563     PISSN: 00189448     EISSN: 15579654     Source Type: Journal    
DOI: 10.1109/18.312191     Document Type: Article

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