Identification and autoregressive spectrum estimation
- 1 December 1974
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 19 (6) , 894-898
- https://doi.org/10.1109/tac.1974.1100730
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
- Delay estimation and the estimation of coherence and phaseIEEE Transactions on Acoustics, Speech, and Signal Processing, 1981
- Spectrum estimation with missing observationsAnnals of the Institute of Statistical Mathematics, 1971
- Autoregressive model fitting for controlAnnals of the Institute of Statistical Mathematics, 1971
- Multiple Time SeriesWiley Series in Probability and Statistics, 1970
- Change Detection Model for Serially Correlated Multivariate DataBiometrics, 1970
- Spectral analysis of EEG's by autoregressive decomposition of time seriesMathematical Biosciences, 1970
- Fitting autoregressive models for predictionAnnals of the Institute of Statistical Mathematics, 1969
- Prediction of Multivariate Time SeriesJournal of Applied Meteorology, 1964
- On the Fitting of Multivariate Autoregressions, and the Approximate Canonical Factorization of a Spectral Density MatrixBiometrika, 1963