Spectral Estimation of Periodic and Skew Periodic Random Signals and Approximation of Spectral Densities

摘要：

　　This paper discusses extensions of the theory of rational covariance extension to periodic and skew-periodic processes.It is also shown how these methods can be used to construct fast algorithms for approximate spectral estimation of(non-periodic)processes.

关键词： Moment problem Covariance extension Periodic processes Skew-periodic processes Maximum entropy Speech processing

作者: Axel Ringh Anders Lindquist

作者单位: Royal Institute of Technology,Stockholm Sweden Shanghai Jiao Tong University,Shanghai,P.R.China;Royal Institute of Technology,Stockholm Sweden

会议类型: 国际会议

会议名称: The 33th Chinese Control Conference第33届中国控制会议

会议地点: 南京

会议语种:英文

页码: 5322-5327

在线出版日期: 2014-07-28（万方平台首次上网日期，不代表论文的发表时间）