Title :
Order-recursive spectrum estimation
Author :
Amin, Moeness G. ; Feng, Kai Di
Author_Institution :
Dept. of Electr. Eng., Villanova Univ., PA, USA
fDate :
3/1/1988 12:00:00 AM
Abstract :
The use of a multiple-pole filter in the time-average estimation of the autocorrelation allows the power spectrum estimates to be recursive in the order of multiplicity of the filter pole. The recursive generation of the estimates from various filter orders provides the flexibility to select the estimator of interest in terms of the variance and spectral and temporal resolution
Keywords :
correlation theory; filtering and prediction theory; spectral analysis; autocorrelation; filter pole; multiple-pole filter; multiplicity; power spectrum estimates; recursive generation; temporal resolution; time-average estimation; variance; Autocorrelation; Availability; Convergence; Equations; Filters; Frequency estimation; IIR filters; Recursive estimation; Spectral analysis; Transfer functions; Yield estimation;
Journal_Title :
Proceedings of the IEEE