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A spectral matching technique for ARMA parameter estimation

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2 Author(s)
Friedlander, B. ; Systems Control Technology, Inc., Palo Alto, CA ; Porat, B.

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

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