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How to approximate a spectrum recursively using ARMA models | IEEE Conference Publication | IEEE Xplore

How to approximate a spectrum recursively using ARMA models


Abstract:

Given the power spectrum of a signal, we wish to approximate it using a recursive procedure. The resulting transfer function must be stable and we shall moreover request ...Show More

Abstract:

Given the power spectrum of a signal, we wish to approximate it using a recursive procedure. The resulting transfer function must be stable and we shall moreover request that it be stably invertible. We wish also to have a good measure of the approximation error. The approximating transfer function will be implemented by means of an orthogonal filter which contains a cascade of filtersections derived from the recursive approximation procedure.
Date of Conference: 03-05 May 1982
Date Added to IEEE Xplore: 29 January 2003
Conference Location: Paris, France

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