Title :
A parametric set of nonlinear methods of spectral estimations
Author :
Ugrinovsky, Roman
Author_Institution :
Inst. of Appl. Phys., Acad. of Sci., Nizhny Novgorod, Russia
Abstract :
A novel rigorous approach to the spectral density estimation problem based on the trigonometric moment problem technique is considered. Using the trigonometric moment problem results, all possible extrapolations of the autocorrelation function, which are in agreement with a set of known values are found. A wide set of spectral estimators is described in terms of polynomials orthogonal with respect to the given autocorrelation sequence. The parametric representation for this set is given
Keywords :
correlation methods; extrapolation; method of moments; parameter estimation; polynomials; spectral analysis; autocorrelation function; autocorrelation sequence; extrapolations; nonlinear methods; orthogonal polynomials; parametric representation; parametric set; spectral density estimation; spectral estimators; trigonometric moment problem; Array signal processing; Autocorrelation; Concrete; Entropy; Extrapolation; Maximum likelihood estimation; Multiple signal classification; Physics; Signal processing; Stochastic processes;
Conference_Titel :
Signals, Systems, and Electronics, 1995. ISSSE '95, Proceedings., 1995 URSI International Symposium on
Conference_Location :
San Francisco
Print_ISBN :
0-7803-2516-8
DOI :
10.1109/ISSSE.1995.497951
