Automatica (Journal of IFAC)
High-resolution ARMA estimation of mixed spectra
IEEE Transactions on Signal Processing
On the estimation of structured covariance matrices
Automatica (Journal of IFAC)
| Hi-index | 35.69 |
Traditional maximum entropy spectral estimation determines a power spectrum from covariance estimates. Here, we present a new approach to spectral estimation, which is based on the use of filter banks as a means of obtaining spectral interpolation data. Such data replaces standard covariance estimates. A computational procedure for obtaining suitable pole-zero (ARMA) models from such data is presented. The choice of the zeros (MA-part) of the model is completely arbitrary. By suitable choices of filter bank poles and spectral zeros, the estimator can be tuned to exhibit high resolution in targeted regions of the spectrum