Title: Time series analysis in the frequency domain
Authors: Pintelon, R ×
Schoukens, Joannes #
Issue Date: Jan-1999
Publisher: Ieee-inst electrical electronics engineers inc
Series Title: IEEE Transactions on signal processing vol:47 issue:1 pages:206-210
Abstract: This correspondence presents a parametric frequency domain identification algorithm for autoregressive moving average (ARMA) processes that does not suffer from spectral leakage errors. It is based on an extended transfer function model that takes into account the begin and end effect of the finite data record. The relationship with thf one-step-ahead prediction error method is established. The advantages of the proposed method are easy prefiltering and leakage-free spectral representation of the raw data.
ISSN: 1053-587X
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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