A note on covariance-invariant digital filter design and autoregressive moving average spectrum analysis

Publisher Website

1 April 1979

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Acoustics, Speech, and Signal Processing

Vol. 27 (2) , 200-202
https://doi.org/10.1109/tassp.1979.1163220

Abstract

No abstract available

Keywords

This publication has 8 references indexed in Scilit:

Covariance-invariant digital filtering
IEEE Transactions on Acoustics, Speech, and Signal Processing, 1977
The use of second-order information in the approximation of discreate-time linear systems
IEEE Transactions on Acoustics, Speech, and Signal Processing, 1976
Authors' reply
IEEE Transactions on Acoustics, Speech, and Signal Processing, 1975
On autocorrelation equations as applied to speech analysis
IEEE Transactions on Audio and Electroacoustics, 1973
On-line identification of linear dynamic systems with applications to Kalman filtering
IEEE Transactions on Automatic Control, 1971
Estimation of the autoregressive parameters of a mixed autoregressive moving-average time series
IEEE Transactions on Automatic Control, 1970
Mean-Square Responses in Structural Systems
The Journal of the Acoustical Society of America, 1970
On the Theoretical Specification and Sampling Properties of Autocorrelated Time-Series
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1946