An iterative frequency domain technique is presented for estimating autoregressive moving-average (ARMA) parameters. The technique is based on minimizing the error between the sample power spectrum and a spectral model. The variance of the estimation error is shown to be close to the Cramer-Rao bound for some examples.
Published in:
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '83.
(Volume:8
)
Date of Conference: Apr 1983