An Extended FFT Algorithm for ARMA Snectral Estimation

R. G. Gan; K. F. Eman; S. M. Wu

doi:10.1109/TASSP.1984.1164289

An Extended FFT Algorithm for ARMA Snectral Estimation

R. G. Gan, K. F. Eman, S. M. Wu

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

The conventional FFT algorithm can be used for the computation of ARMA spectral estimates, but a large number of operations would involve zeros. An extended fast Fourier transform algorithm which entirely eliminates or greatly reduces such operations is introduced in this paper. Subsequently, the derived algorithm has been applied to ARMA spectral estimation and its effectiveness compared to other methods.

Original language	English (US)
Pages (from-to)	168-170
Number of pages	3
Journal	IEEE Transactions on Acoustics, Speech, and Signal Processing
Volume	32
Issue number	1
DOIs	https://doi.org/10.1109/TASSP.1984.1164289
State	Published - Feb 1984
Externally published	Yes

ASJC Scopus subject areas

Signal Processing

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title = "An Extended FFT Algorithm for ARMA Snectral Estimation",

abstract = "The conventional FFT algorithm can be used for the computation of ARMA spectral estimates, but a large number of operations would involve zeros. An extended fast Fourier transform algorithm which entirely eliminates or greatly reduces such operations is introduced in this paper. Subsequently, the derived algorithm has been applied to ARMA spectral estimation and its effectiveness compared to other methods.",

author = "Gan, {R. G.} and Eman, {K. F.} and Wu, {S. M.}",

year = "1984",

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language = "English (US)",

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AU - Eman, K. F.

AU - Wu, S. M.

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Y1 - 1984/2

N2 - The conventional FFT algorithm can be used for the computation of ARMA spectral estimates, but a large number of operations would involve zeros. An extended fast Fourier transform algorithm which entirely eliminates or greatly reduces such operations is introduced in this paper. Subsequently, the derived algorithm has been applied to ARMA spectral estimation and its effectiveness compared to other methods.

AB - The conventional FFT algorithm can be used for the computation of ARMA spectral estimates, but a large number of operations would involve zeros. An extended fast Fourier transform algorithm which entirely eliminates or greatly reduces such operations is introduced in this paper. Subsequently, the derived algorithm has been applied to ARMA spectral estimation and its effectiveness compared to other methods.

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An Extended FFT Algorithm for ARMA Snectral Estimation

Abstract

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