Estimation autorégressive et traitement du signal

Serge Degerine

Statistique et analyse des données (1991)

  • Volume: 16, Issue: 2, page 13-33
  • ISSN: 0750-7364

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Degerine, Serge. "Estimation autorégressive et traitement du signal." Statistique et analyse des données 16.2 (1991): 13-33. <http://eudml.org/doc/109007>.

@article{Degerine1991,
author = {Degerine, Serge},
journal = {Statistique et analyse des données},
language = {fre},
number = {2},
pages = {13-33},
publisher = {Association pour la statistique et ses illustrations},
title = {Estimation autorégressive et traitement du signal},
url = {http://eudml.org/doc/109007},
volume = {16},
year = {1991},
}

TY - JOUR
AU - Degerine, Serge
TI - Estimation autorégressive et traitement du signal
JO - Statistique et analyse des données
PY - 1991
PB - Association pour la statistique et ses illustrations
VL - 16
IS - 2
SP - 13
EP - 33
LA - fre
UR - http://eudml.org/doc/109007
ER -

References

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  1. Atal, B.S. (1977) On Determining Partial Correlation Coefficients by the Covariance Method of Linear Prediction. Presented at the 94th Meeting, Acoust. Soc. Amer. 
  2. Barndorff-Nielsen, O. and Schou, G. (1973) On the Parametrization of Autoregressive Models by Partial Autocorrelations. J. Multivariate Analysis, 3, pp.408-419. Zbl0275.62074MR343510
  3. Burg, J.P. (1968) A New Analysis Technique for Time Series Data. Presented at NATO Advanced Study Institute on Signal Processing, Enschede, Netherlands. 
  4. Degerine, S. (1982) Partial Autocorrelation Function for a Scalar Stationary Discrete-Time Process. Proc. 3rd. Franco-Belgian Meeting of Statisticians. Bruxelles : Publications des Facultés Universitaires Saint-Louis, pp.79-94. Zbl0576.62086MR785946
  5. Dégerine, S. (1983) Décompositions spectrales d'une matrice d'autocovariance et applications. C R. Acad. Sci. Paris, t. 296, Série I, pp.565-568. Zbl0522.62074MR703230
  6. Dégerine, S. (1985) Comportement au bord et caractérisation d'un maximum pour la vraisemblance d'un vecteur aléatoire gaussien centré avec contrainte sur sa structure de covariance. C. R. Acad. Sci. Paris, t. 301, Série I, n° 5, pp.233-236. Zbl0608.60038MR801970
  7. Dégerine, S. (1987) Maximum Likelihood Estimation of Autocovariance Matrices from Replicated Short Time Series. J. Time Series Anal. Vol. 8, n° 2, pp.135-146,. Zbl0616.62117MR886136
  8. Dégerine, S. (1991) A Necessary and Sufficient Condition for the Existence of the Maximum Likelihood Estimate in Autoregressive Models. Soumis à IEEE, Trans. Signal Processing. Zbl0764.62071
  9. Dégerine, S. (June 1992) On Local Maxima of the Likelihood Function for Toeplitz Matrix Estimation. A paraître dans IEEE, Trans. Signal Processing. Zbl0761.62129
  10. Dégerine, S. (January 1993) Sample Partial Autocorrelation Function. A paraître dans IEEE, Trans. Signal Processing. 
  11. Dégerine, S. and Pham D.T. (1987) Une nouvelle approche du calcul de l'estimateur de maximum de vraisemblance exact d'un modèle autorégressif. Présenté au 11-ième Colloque GRETSI sur le traitement du signal et des images. Nice. 
  12. Dickinson, B.W. (July 1978) Autoregressive Estimation Using Residual Energies Ratios. IEEE Trans. Information Theory, Vol. IT-24,pp. 503-506. Zbl0395.93035MR519090
  13. Dickinson, B.W. (April 1979) Estimation of Partial Correlation Matrices Using Cholesky Decomposition. IEEE Trans. Automatic Control, Vol. AC-24, n° 2, pp.302-305. Zbl0398.93058
  14. Marple, S.L. Jr. (August 1980) A New Autoregressive Spectrum Analysis Algorithm.IEEE Trans. Acoustics, Speech, and Signal Processing, Vol. ASSP-28, pp.441-454. Zbl0524.65096
  15. Nuttal, A.H. (March 1976) Spectral Analysis of a Univariate Process with Bad Data Points, via Maximum Entropy and Linear Predictive Techniques. Naval Underwater Systems Center, Technical Report. TR-5303, New London, Conn.. 
  16. Pham, D.T. (August 1988) Maximum Likelihood Estimation of Autoregressive Model by Relaxation on the Reflection Coefficients. IEEE, Trans. Acoust, Speech, Signal Processing, vol. ASSP-36, pp.1363-1367. Zbl0658.93071
  17. Pham, D.T. and Dégerine, S. (January 1990) Efficient Computation of Autoregressive Estimates Through a Sufficient Statistic. IEEE, Trans. Acoust., Speech, Signal Processing, vol. ASSP-38, pp.175-177. Zbl0691.62081MR1035596
  18. Ramsey, F. (1974) Characterization of the Partial Autocorrelation Function. Ann. Statist. n°2, pp.1296-1301. Zbl0301.62046MR359219
  19. Ulrych, T.J. and Clayton, R.W. (1976) Time Series Modeling and Maximum Entropy, Phys. Earth and Plan. Int., Vol. 12, pp. 188-200. 

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