Title :
A spectral matching technique for ARMA parameter estimation
Author :
Friedlander, B. ; Porat, Boaz
Author_Institution :
Systems Control Technology, Inc., Palo Alto, CA
Abstract :
An iterative frequency domain technique is presented for estimating autoregressive moving-average (ARMA) parameters. The technique is based on minimizing the error between the sample power spectrum and a spectral model. The variance of the estimation error is shown to be close to the Cramer-Rao bound for some examples.
Keywords :
Computational complexity; Control systems; Equations; Frequency domain analysis; Frequency estimation; Maximum likelihood estimation; Parameter estimation; Signal processing; White noise; Wideband;
Conference_Titel :
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '83.
DOI :
10.1109/ICASSP.1983.1171965
