Abstract
Given a partial covariance sequence of a real stationary zero-mean stochastic process, one method of estimating the power spectrum is that of maximum likelihood. The maximum likelihood estimate represents an envelope of maximum spectral content corresponding to stochastic processes which may be complex. The envelope of spectral content is determined which is consistent with the assumption that the underlying stochastic process is real.
| Original language | English (US) |
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| Title of host publication | Proceedings of the American Control Conference |
| Editors | Anon |
| Publisher | Publ by American Automatic Control Council |
| Pages | 2694-2695 |
| Number of pages | 2 |
| Volume | 3 |
| ISBN (Print) | 0879425652 |
| State | Published - Dec 1 1991 |
| Event | Proceedings of the 1991 American Control Conference - Boston, MA, USA Duration: Jun 26 1991 → Jun 28 1991 |
Other
| Other | Proceedings of the 1991 American Control Conference |
|---|---|
| City | Boston, MA, USA |
| Period | 6/26/91 → 6/28/91 |