Spectral estimation: synthesis of methods

Abstract

This paper examines two publications; each presents a method of spectral estimation. The first paper provides an iterative scheme for the estimation of the power spectrum of a time series. The latter paper details the use of the Yule-Walker equations to estimate the power spectrum. A process whereby the two methods are combined is examined. An initial estimate of the spectrum is obtained from the Yule-Walker method. This initial estimate is used as the first step in the iterative process. The results for this new process are not encouraging. Some possible sources of error are examined to explain the poor results.