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Avtomatika i Telemekhanika, 1985, Issue 11, Pages 7–25 (Mi at7628)  
Surveys

Optimal recursive methods of spectral estimation. Survey and new results

Ya. Z. Tsypkin

Moscow
Full-text PDF (2909 kB)
Abstract: Possible ways to improve spectral estimation by using the parametric approach are described. The problem of convergence rate-optimal recurrent methods of estimation by observed data is stated and solved. The properties of these algorithms are studied and their modifications covering the conventional recurrent algorithms of spectral estimation are regarded as particular cases.

Received: 15.01.1985
Bibliographic databases:
Document Type: Article
UDC: 519.272
Language: Russian
Citation: Ya. Z. Tsypkin, “Optimal recursive methods of spectral estimation. Survey and new results”, Avtomat. i Telemekh., 1985, no. 11, 7–25; Autom. Remote Control, 46:11 (1985), 1349–1365
Citation in format AMSBIB
\Bibitem{Tsy85}
\by Ya.~Z.~Tsypkin
\paper Optimal recursive methods of spectral estimation. Survey and new results
\jour Avtomat. i Telemekh.
\yr 1985
\issue 11
\pages 7--25
\mathnet{http://mi.mathnet.ru/at7628}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=815990}
\zmath{https://zbmath.org/?q=an:0609.93065}
\transl
\jour Autom. Remote Control
\yr 1985
\vol 46
\issue 11
\pages 1349--1365
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