Smoothed Nonparametric Spectral Estimation Via Cepsturm Thresholding

IEEE Signal Processing Magazine

Volumn 23, Issue 6, 2006, Pages 34-45

  Stoica, Petre ^a   Sandgren, Niclas ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85032751185     PISSN: 10535888     EISSN: None     Source Type: Journal    
DOI: 10.1109/SP-M.2006.248710     Document Type: Article

References (8)

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5. M. Taniguchi, “On estimation of the integrals of certain functions of spectral density,”J. Appl. Prob., vol. 17, pp. 73-83,1980.
6. A. Kaderli and A.S. Kayhan, “Spectral estimation of ARMA processes using ARMA-cepstrum recursion,” IEEE Sigal Processing Lett., vol. 7, no. 9, pp. 259–261, 2000.
7. C.I. Byrnes, P. Enqvist, and A. Lindquist, “Cepstral coefficients, covariance lags, and pole-zero models for finite data strings,” IEEE Trans. Signal Processing, vol. 49, no. 4, pp. 677–693, 2001.
8. A convex optimization approach to ARMA(n m) model design from covariance and cepstral data