no code implementations • 5 Oct 2021 • Alejandro Cuevas, Sebastián López, Danilo Mandic, Felipe Tobar
Autoregressive (AR) time series models are widely used in parametric spectral estimation (SE), where the power spectral density (PSD) of the time series is approximated by that of the \emph{best-fit} AR model, which is available in closed form.