ON SOME OPPORTUNITIES AND PROBLEMS OF MODERN DIGITAL SPECTRAL ANALYSIS |
| 5 | |
| 2011 |
| scientific article | 621.37:621.391 | ||
| 109-117 | periodogram spectrum estimating, autoregressive moving average model, Prony method, parametric spectral estimation |
| Power spectral density (PSD) estimation algorithms of stationary discrete random processes are considered, including classical (periodogram and correlogram) and parametric algorithms based on autoregressive moving average (ARMA) and Prony models. The opportunities, problems, advantages and disadvantages of the algorithms in their application to the analysis of limited duration signals are discussed. |
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