A high-order Yule-Walker method for estimation of the AR parameters of an ARMA model
- 1 August 1988
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 11 (2) , 99-105
- https://doi.org/10.1016/0167-6911(88)90082-5
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A modification of the Kumaresan-Tufts methods for estimating rational impulse responsesIEEE Transactions on Acoustics, Speech, and Signal Processing, 1986
- Estimating the parameters of exponentially damped sinusoids and pole-zero modeling in noiseIEEE Transactions on Acoustics, Speech, and Signal Processing, 1982
- Spectral estimation via the high-order Yule-Walker equationsIEEE Transactions on Acoustics, Speech, and Signal Processing, 1982
- On a procedure for testing the order of time seriesIEEE Transactions on Automatic Control, 1981