Paper data
Title:
Spectral estimation using dynamical system theory Author(s): Klumpp Eric, ENSEEIHT/TéSA Mailhes Corinne, ENSEEIHT/TéSA Page numbers in the proceedings: Volume I pp 233236 Session: Parameter Estimation and Statistical Signal Analysis
Paper abstract
This paper addresses the problem of spectral estimation by using dynamical system theory. A new parametric model motivated by the Takens theorem is defined. This model referred to as dynamical AR model is showed to outperform the usual AR model to estimate the frequencies of sinusoidal signals.
Paper
