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Paper data
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Title:
Spectral estimation using dynamical system theory

Author(s):
Klumpp Eric, ENSEEIHT/TÚSA
Mailhes Corinne, ENSEEIHT/TÚSA

Page numbers in the proceedings:
Volume I pp 233-236

Session:
Parameter Estimation and Statistical Signal Analysis

Paper abstract
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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
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A PDF version is available here

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