Estimation for processes with mixed spectra
Document Type
Conference Proceeding
Date of Original Version
1-1-1993
Abstract
Statistical inference for mixed spectral problems based on a parametric time series is studied. The model used herein, called the CARD model, represents the underlying random process as the sum of an autoregressive process and sinusoids. An iterative algorithm to efficiently implement the maximum likelihood estimator of the unknown model parameters is presented. This enables us to investigate practical i s sues such as accuracy of parameter estimates, selection of model orders, sensitivity and robustness of the spectral estimates to modeling inaccuracies.
Publication Title, e.g., Journal
ICASSP IEEE International Conference on Acoustics Speech and Signal Processing Proceedings
Volume
4
Citation/Publisher Attribution
Kay, Steven, and Venkatesh Nagesha. "Estimation for processes with mixed spectra." ICASSP IEEE International Conference on Acoustics Speech and Signal Processing Proceedings 4, (1993). doi: 10.1109/ICASSP.1993.319637.