• DocumentCode
    812493
  • Title

    Estimation of power spectra with finite-order autoregressive models

  • Author

    Gersch, Will ; Sharpe, David R.

  • Author_Institution
    University of Hawaii, Honolulu, HI, USA
  • Volume
    18
  • Issue
    4
  • fYear
    1973
  • fDate
    8/1/1973 12:00:00 AM
  • Firstpage
    367
  • Lastpage
    369
  • 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;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1973.1100350
  • Filename
    1100350
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=812493