Additional constraints in variational procedures for ARMA Spectral Estimation
Document typeConference report
Rights accessOpen Access
A new variational ARMA power spectral estimation procedure is proposed. The resulting is a generalization of the ARMA estimation method proposed by Lagunas et al.  which used correlation and cepstral constraints. The non linear problem of solving the Lagrange multipliers that appear in any variational procedure is translated into an eigenanalysis one since the autocorrelation
CitationLagunas, M. Additional constraints in variational procedures for ARMA Spectral Estimation. A: European Signal Processing Conference. "EUSIPCO 1986: Signal processing III: theories and applications proceedings of EUSIPCO-86: Third European Signal Processing Conference: The Hague, The Netherlands: September 2-5, 1986". Barcelona: 1986, p. 259-262.