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Computationally fast algorithms for ARMA spectral estimation

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dc.contributor.authorOgino, Kojien
dc.contributor.departmentElectrical Engineeringen
dc.date.accessioned2017-01-30T21:25:09Zen
dc.date.available2017-01-30T21:25:09Zen
dc.date.issued1981en
dc.description.abstractThe high performance method for obtaining an ARMA model spectral estimate of a wide-sense stationary time series has been found to provide typically superior performance when compared to such contemporary approaches as the Box-Jenkins and maximum entropy methods. In this dissertation, fast recursive algorithmic implementations of the high performance method are developed. They are recursive in the sense that as a new element of the time series is observed, the parameters characterizing an ARMA spectral estimate are algorithmically updated. The number of multiplications and additions required at each recursive stage are of the order p with p being the number of denominator coefficients of the ARMA model. Methods of modification of the data are applied to achieve a significant computational improvement. The development is predicated on utilization of various projection operators.en
dc.description.degreePh. D.en
dc.format.extentv, 181, [1] leavesen
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttp://hdl.handle.net/10919/74833en
dc.language.isoen_USen
dc.publisherVirginia Polytechnic Institute and State Universityen
dc.relation.isformatofOCLC# 7590470en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.lccLD5655.V856 1981.O456en
dc.subject.lcshSpectral energy distributionen
dc.subject.lcshAlgorithmsen
dc.subject.lcshSignal processing -- Digital techniquesen
dc.subject.lcshPower spectraen
dc.titleComputationally fast algorithms for ARMA spectral estimationen
dc.typeDissertationen
dc.type.dcmitypeTexten
thesis.degree.disciplineElectrical Engineeringen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.leveldoctoralen
thesis.degree.namePh. D.en

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