Title :
Estimation of power spectra with finite-order autoregressive models
Author :
Gersch, Will ; Sharpe, David R.
Author_Institution :
University of Hawaii, Honolulu, HI, USA
fDate :
8/1/1973 12:00:00 AM
Abstract :
Results of an empirical study of the application of Akaike´s final predictor error (FPE) criterion to the estimation of the order of finite autoregressive models to infinite autoregressive model scheme data and the subsequent application of those models to spectral estimation are given.
Keywords :
Autoregressive processes; Spectral estimation; Argon; Equations; Least squares methods; Maximum likelihood estimation; Power generation; Predictive models; Reactive power; Recursive estimation; Spectral analysis; Time series analysis;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1973.1100350
