Title

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

IEEE 7th SP Workshop on Statistical Signal and Array Processing, SSAP 1994 - Proceedings

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