Windows associated with parametric spectral estimators
T.S. Durrani, A. Arslanian · 2005
This paper details an analysis for the presence of spectral windows associated with the Maximum Entropy (MESA) Spectral Estimator. By embedding the derivation of the spectral estimator into a constraint optimisation framework a relationship is established between the true spectrum of a second order stationary stochastic sequence and the Maximum Entropy spectrum. This relationship is shown to lead to a spectral window which appears in the reciprocal of the MESA estimator. The structure of the window is based upon a Dirichlet type kernel and depends upon the prediction filter length for a large class of data sequences. Computed results are included which verify the presence of these spectral windows.