Efficient algorithm for ARMA spectral estimation
B. Friedlander · IEE Proceedings F Communications Radar and Signal Processing · 1983
An ARMA spectral estimation technique based on the modified Yule-Walker equations is presented. Several recursive lattice algorithms are proposed for estimating the AR and MA spectral parameters. These computationally efficient algorithms provide spectral estimates of different orders. The choice of the AR model order and its effect on the quality of the spectral estimates are briefly discussed.