Title

On the Estimation of Rational Transfer Functions from Samples of the Power Spectrum

Document Type

Article

Date of Original Version

1-1-1993

Abstract

A discrete time system with a rational transfer function is identified from real nonuniformly spaced noise-corrupted samples of the power spectrum by solving a set of linear equations using properties of the divided difference operator. Computer simulations show that iterative improvement of the estimates allows the Cramer-Rao (CR) bound to be achieved. © 1993 IEEE

Publication Title

IEEE Transactions on Signal Processing

Volume

41

Issue

3

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