A new ARMA spectral estimator
Steven Kay · IEEE Transactions on Acoustics Speech and Signal Processing · 1980
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.