Modern Spectral Estimation: Theory and Application
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Cites background or methods from "Modern Spectral Estimation: Theory ..."
...More detailed information on these and other windows can be found in [Harris 1978; Kay 1988; Marple 1987; Oppenheim and Schafer 1989; Priestley 1981; Porat 1997], where many of the closed–form windows have been compiled....
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...It should be noted, however, that the case of ARMA signals with zeroes near the unit circle is a difficult one for all known ARMA estimation methods [Kay 1988; Marple 1987; Söderström and Stoica 1989]....
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...Second, the LS method has been found to be more accurate than the Yule– Walker method in the sense that the estimated parameters of the former are on the average closer to the true values than those of the latter [Marple 1987; Kay 1988]....
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...The previous and other applications of spectral analysis are reviewed in [Kay 1988; Marple 1987; Bloomfield 1976; Bracewell 1986; Haykin 1991; Haykin 1995; Hayes III 1996; Koopmans 1974; Priestley 1981; Percival and Walden 1993; Porat 1994; Scharf 1991; Therrien 1992; Proakis, Rader, Ling, and Nikias 1992]....
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...2); they require about twice the computational burden of the LDA algorithm (see [Marple 1987; Kay 1988; Söderström and Stoica 1989])....
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1,026 citations
Cites background from "Modern Spectral Estimation: Theory ..."
...The discrete zero-mean vector time-series x[n] = (x1[n], . . ., xM[n]) T can be modeled as a vector autoregressive (VAR) process of order p (e.g., Kay, 1988): x n½ ¼ Xp i¼1 A i½ x n i½ þ u n½ where u[n] is (multivariate) white noise....
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931 citations
Cites background from "Modern Spectral Estimation: Theory ..."
...…one of the aforementioned techniques has certain advantages and limitations not only in terms of estimation performance but also in terms of computational complexity and, therefore, depending on the signal environment, one has to choose the most appropriate [Marple, 1987; Kay, 1988; Haykin, 19831....
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