Estimation of multichannel mixed spectra
Document Type
Conference Proceeding
Date of Original Version
1-1-1994
Abstract
Statistical inference for vector time series having a mixed spectral representation is considered. The approach is to use a finite-parameter model and compute the maximum likelihood estimates of the underlying descriptors. Statistically/computationally efficient implementations are studied.
Publication Title, e.g., Journal
IEEE 7th SP Workshop on Statistical Signal and Array Processing, SSAP 1994 - Proceedings
Citation/Publisher Attribution
Nagesha, V., and S. Kay. "Estimation of multichannel mixed spectra." IEEE 7th SP Workshop on Statistical Signal and Array Processing, SSAP 1994 - Proceedings (1994): 31-34. doi: 10.1109/SSAP.1994.572425.