Title

A New ARMA Spectral Estimator

Document Type

Article

Date of Original Version

1-1-1980

Abstract

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

IEEE Transactions on Acoustics, Speech, and Signal Processing

Volume

28

Issue

5

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