A New ARMA Spectral Estimator
Date of Original Version
Recently, several researchers have proposed methods for estimating an autoregressive-moving average power spectral density without the need to determine the moving average parameters. However, these techniques do not guarantee a nonnegative spectral estimate and thus sometimes lead to invalid estimates. A simple procedure is proposed for obtaining a nonnegative spectral estimate given an estimate of the autoregressive parameters. © 1980 IEEE
Publication Title, e.g., Journal
IEEE Transactions on Acoustics, Speech, and Signal Processing
Kay, Steven M.. "A New ARMA Spectral Estimator." IEEE Transactions on Acoustics, Speech, and Signal Processing 28, 5 (1980): 585-588. doi: 10.1109/TASSP.1980.1163448.