Spectral analysis based on the canonical autoregressive decomposition

IEEE Transactions on Signal Processing

Volumn 44, Issue 7, 1996, Pages 1719-1733

  Nagesha, Venkatesh ^a   Kay, Steven ^b  

^a Dragon Systems Inc   (United States)

^b University of Rhode Island   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; ITERATIVE METHODS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RANDOM PROCESSES; SENSITIVITY ANALYSIS; SPECTRUM ANALYSIS; TIME SERIES ANALYSIS;

CANONICAL AUTOREGRESSIVE DECOMPOSITION; GENERALIZED AUTOREGRESSIVE PROCESS; MAXIMUM LIKELIHOOD ESTIMATION; MOVING AVERAGE PROCESS; SINUSOIDAL FREQUENCIES;

DIGITAL SIGNAL PROCESSING;

EID: 0030191191     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.510619     Document Type: Article

References (27)

1. T.W. Anderson, The Statistical Analysis of Time Series. New York: Wiley, 1971.
2. G. E. P. Box and W. K. Jenkins, Time Series Analysis: Forecasting and Control. San Francisco: Holden Day, 1976.
3. Y. Bresler and A. MacovskiExact maximum likelihood parameter estimation of superimposed exponential signals in noiseIEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, pp. 1081-1089, Oct. 1986.
4. C. Chatterjee, K. L. Kashyap, and G. K. BorayEstimation of close sinusoids in colored noise and model discriminationIEEE Trans. Acoust., Speech, Signal Process., vol. ASSP-35, pp. 328-337, Mar. 1987.
5. J. L. Doob, Stochastic Processes. New York: Wiley, 1953.
6. U. Grenander and M. Rosenblatt, Statistical Analysis of Stationary Time Series. Stockholm, Sweden: Almqvist and Wiksell, 1956.
7. E. J. HannanNonlinear time series regression J. Appl. Prob., pp.767-780, 1971.
8. _The estimation of frequency J. Appl. Prob., pp. 510-519, 1973.
9. S. Kay, Modern Spectral Estimation. Englewood Cliffs, NJ: Prentice-Hall, 1988.
10. S. Kay and V. NageshaMaximum likelihood estimation of signals in autoregressive noiseIEEE Trans. Signal Processing, vol. 42, no. 1, pp. 88-101, Jan. 1994.
11. R. KuMaresan, L. Scharf, and A. ShawAn algorithm for pole-zero modeling and spectral analysisIEEE Trans. Acoust., Speech, Signal Processing, vol. ASSP-34, no. 6, pp. 637-640, June 1986.
12. L. H. Koopmans, The Spectral Analysis of Time Series. New York: Academic, 1974.
13. |13] S. L. Marple, Digital Spectral Analysis. Englewood Cliffs, NJ: Prentice-Hall, 1987.
14. V. Nagesha and S. KayCramer-Rao lower bounds for signals in autoregressive noise submitted to IEEE Trans. Signal Processing.
15. V. NageshaSpectral analysis based on the canonical autoregressive decomposition Ph.D. Dissertation, Univ. of Rhode Island, Kingston, RI, 1993.
16. V. Nagesha and S. KayOn frequency estimation with the IQML algorithm to appeal in IEEE Trans. Signal Processing.
17. C. K. Papadopoulos and C. L. NikiasParameter estimation of exponentially damped sinusoids using higher-order statisticsIEEE Trans. Acoust., Speech, Signal Processing, vol. 38, no. 8, pp. 1424-1436, Aug. 1990.
18. M. B. Priestley, Spectral Analysis and Time Series. New York: Academic, 1981, vols. 1 and 2.
19. J. RissanenModeling by shortest data descriptionAutomatica, pp. 465-478, 1978.
20. G. A. F. Seber and C. J. Wild, Nonlinear Regression. New York: Wiley, 1989.
21. D. Sengupta and S. KayParameter estimation and GLRT detection in colored non-Gaussian autoregressive processesIEEE Trans. Acoust., Speech, Signal Processing, vol. 38, no. 10, pp. 1661-1676, Oct. 1990.
22. A. Swami and J. M. MendelCumulant based approach to the harmonic retrieval and related problemsIEEE Trans. Signal Processing, vol. 39, no. 5, pp. 1099-1109, May 1991.
23. H. Tsuji and A. SanoSeparable estimation of discrete and continuous spectra of signal with mixed spectrumProc. 1989 Int. Conf. Acoust., Speech, Signal Processing, pp. 2218-2221.
24. D. W. Tufts and R. KuMaresanEstimation of frequencies of multiple sinusoids: Making linear prediction work like maximum likelihoodProc. IEEE, pp. 975-989, Sept. 1982.
25. P. WhittleThe simultaneous estimation of time series harmonic components and covariancc structureTrab. Estad., vol. 3, pp. 43-57, 1952.
26. _, Prediction and Regulation by Linear Least Square Methods. Minneapolis, MN: Univ. of Minnesota Press, 1983.
27. H. Wold, A Study in the Analysis of Stationary Time Series. Stockholm, Sweden: Almqvist and Wiksell, 1954.