Title :
Spectral estimation of periodic and skew periodic random signals and approximation of spectral densities
Author :
Ringh, Axel ; Lindquist, Anders
Author_Institution :
R. Inst. of Technol., Stockholm, Sweden
Abstract :
This paper discusses extensions of the theory of rational covariance extension to periodic and skew-periodic processes. It is also shown how these methods can be used to construct fast algorithms for approximate spectral estimation of (non-periodic) processes.
Keywords :
approximation theory; speech processing; statistical analysis; periodic random signal; rational covariance extension; skew periodic random signal; spectral density approximation; spectral estimation; Approximation methods; Educational institutions; Entropy; Estimation; Manganese; Poles and zeros; Speech processing; Covariance extension; Maximum entropy; Moment problem; Periodic processes; Skew-periodic processes; Speech processing;
Conference_Titel :
Control Conference (CCC), 2014 33rd Chinese
Conference_Location :
Nanjing
DOI :
10.1109/ChiCC.2014.6895847
