Title :
Bounds for ARMA spectral analysis based on sample covariances
Author :
Friedlander, Benjamin ; Porat, Boaz
Author_Institution :
Systems Control Technology, Inc., Palo Alto, California
Abstract :
The accuracy of ARMA spectral estimation methods is investigated. A lower bound for spectral estimates based on sample covariances is derived. Numerical examples are presented to illustrate the potential loss of accuracy when using sample covariances rather than the data.
Keywords :
Computational complexity; Control systems; Density functional theory; Difference equations; Maximum likelihood estimation; Milling machines; Parameter estimation; Polynomials; Spectral analysis; White noise;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '85.
DOI :
10.1109/ICASSP.1985.1168335
