spec_arma_est_bip_s: spec_arma_est_bip_tau
In Mufabo/Rrobustsp: Robust Signal Processing
View source: R/SpectrumEstimation_spec_arma_est_bip.R
spec_arma_est_bip_s R Documentation
spec_arma_est_bip_tau
Description
The function spec_arma_est_bip_s(x,p,q) comuptes
spectral estimates using the BIP s-estimates of the
ARMA model parameters
Usage
spec_arma_est_bip_s(x, p, q, tolx = 5e-07)
Arguments
x:
numeric vector. The data
p:
AR order
q:
MA order
Value
PxxdB : Spectral estimate in dB
Pxx : spectral estimate
q : frequency in (0, pi)
sigma_hat : BIO s-scale estemate of the innovations
Note
File located in SpectrumEstimation_spec_arma_est_bip.R
References
"Robust Statistics for Signal Processing"
Zoubir, A.M. and Koivunen, V. and Ollila, E. and Muma, M.
Cambridge University Press, 2018.
"Bounded Influence Propagation τ-Estimation: A New Robust Method for ARMA Model Estimation."
Muma, M. and Zoubir, A.M.
IEEE Transactions on Signal Processing, 65(7), 1712-1727, 2017.
Mufabo/Rrobustsp documentation built on June 11, 2022, 10:41 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/SpectrumEstimation_spec_arma_est_bip.R
| spec_arma_est_bip_s | R Documentation |
spec_arma_est_bip_tau
Description
The function spec_arma_est_bip_s(x,p,q) comuptes spectral estimates using the BIP s-estimates of the ARMA model parameters
Usage
spec_arma_est_bip_s(x, p, q, tolx = 5e-07)
Arguments
x: |
numeric vector. The data |
p: |
AR order |
q: |
MA order |
Value
PxxdB : Spectral estimate in dB
Pxx : spectral estimate
q : frequency in (0, pi)
sigma_hat : BIO s-scale estemate of the innovations
Note
File located in SpectrumEstimation_spec_arma_est_bip.R
References
"Robust Statistics for Signal Processing" Zoubir, A.M. and Koivunen, V. and Ollila, E. and Muma, M. Cambridge University Press, 2018.
"Bounded Influence Propagation τ-Estimation: A New Robust Method for ARMA Model Estimation." Muma, M. and Zoubir, A.M. IEEE Transactions on Signal Processing, 65(7), 1712-1727, 2017.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.