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An extended FFT algorithm for ARMA spectral estimation

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

Open publisher page 5 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.

About this research paper

What this paper is about

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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OpenAlex reports 5 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Method / approach

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Available 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.

Key concepts: Fast Fourier transform, Algorithm, Computation, Spectral density estimation, Prime-factor FFT algorithm, Split-radix FFT algorithm, Autoregressive–moving-average model, Spectral analysis

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