Additional results on the Cadzow ARMA method for spectrum estimation

Yoh‐Han Pao, D. Lee · 2005

Recently Cadzow demonstrated that under certain circumstances, an ARMA spectrum estimation procedure proposed by him yields results superior to those of Fourier Transform, Maximum Entropy and other standard methods. The procedure seems to be especially suitable for noisy environments and for revealing the presence of weak components in the presence of other components. We have investigated the performance of the technique for more general circumstances. Another matter investigated is the optimum order of the pole-zero model.

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