This correspondence describes some suboptimum schemes for ARMA spectral estimation. A least squares method is presented and compared to the method based on the modified Yule-Walker equations. A modification of the latter method is also given that improves its behavior in estimating spectra with narrow peaks. Examples are then shown that compare the suboptimum methods to the maximum likelihood one.
|Original language||English (US)|
|Number of pages||3|
|Journal||IEEE Transactions on Acoustics, Speech, and Signal Processing|
|State||Published - 1980|