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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.
Acoustics, Speech, and Signal Processing, IEEE International Conference on ICASSP '83. (Volume:8 )
Date of Conference: Apr 1983