Work

Approximate factorization of unfactorable spectral models

Year: 2005

Type: conference-paper

Abstract: Promising MA, AR, or ARMA modeling techniques are sometimes discarded because they can produce non-positive or unfactorable spectral estimates. However, if the spectral information is otherwise reasonably preserved, approximate factorization can be obtained by Durbin's method to give positive spectra. Several useful applications to AR and ARMA modeling are cited.

Source: IEEE International Conference on Acoustics Speech and Signal Processing

DOI: 10.1109/icassp.1985.1168405

Author: L. Jackson

Institution: University of Rhode Island

Language: English

Topic: Statistical and numerical algorithms

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

OpenAlex ID: W1854373729

FWCI: 0.82

Cites: 7

Cited by: 4

Related to: 10