频谱估计的相关矩阵估计和阶数选择

[1992] IEEE Sixth SP Workshop on Statistical Signal and Array Processing Pub Date : 1992-10-07 DOI:10.1109/SSAP.1992.246854

W. Du, R. Kirlin

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引用次数: 0

摘要

提出了一种用于时间序列分析中频率估计的协方差矩阵估计方法。先用样本协方差矩阵法计算大小为M’的初步协方差矩阵，然后计算大小为M的最终协方差，其中M>

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Correlation matrix estimation and order selection for spectrum estimation

This paper presents a novel covariance matrix estimator for frequency estimation in time sequence analysis. A preliminary covariance matrix of size M' is first calculated by the sample covariance matrix method, and then the final covariance of size M, with M>

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[1992] IEEE Sixth SP Workshop on Statistical Signal and Array Processing

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