The Transactions of the Korean Institute of Electrical Engineers (대한전기학회논문지)

The Korean Institute of Electrical Engineers (대한전기학회)
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Approximate Overdetermined Method for Spectral Estimation

스펙트럼 추정을 위한 근사 과결정 방식

  • 이철희 (서울대 대학원 전기공학과) ;
  • 정찬수 (숭실대 공대 전기공학과) ;
  • 양흥석 (서울대 공대 전기공학과)
  • Published : 1988.04.01
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Abstract

The approximate overdetermined method is proposed for high resolution spectral estimation in case of short data record length or narrow band signal. And a new recursive AR parameter estimation is derived in the form of fast algorithm. For ARMA spectral estimation, two stage procedure is used in estimating ARMA parameters. First AR parameters are estimated by using the modified Yule-Walker equations, and then MA parameters are implicitly estimated by estimating numerator spectral(NS) coefficients.

Keywords