Title :
A recursive maximum likelihood algorithm for ARMA spectral estimation
Author :
Friedlander, Benjamin
fDate :
7/1/1982 12:00:00 AM
Abstract :
A spectral estimation technique is presented for autoregressive moving-average (ARMA) processes. The technique is based on a parameter estimation technique known as the rec ursive maximum likelihood (RML) method. The recursive spectral estimation algorithm is presented and its asymptotic properties are discussed. Simulation results are presented to illustrate the performance of the estimator for various types of data.
Keywords :
Autoregressive moving-average processes; Recursive estimation; maximum-likelihood (ML) estimation; Frequency shift keying; Maximum likelihood estimation; Mobile communication; Notice of Violation; Phase shift keying; Rayleigh channels; Recursive estimation; Spread spectrum communication; Testing; Viterbi algorithm;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1982.1056531
