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
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.