Filter analysis by use of pencil of functions: Part II
V.K. Jain · IEEE Transactions on Circuits and Systems · 1974
A mathematical technique is described for modeling the power density spectrum of a random process from its periodogram. Advantages realized are the following. 1) The parameters are calculated in closed form not requiring any iterative computations. 2) Their variances decrease inversely as the time of observation increases. 3) The method provides a good rational approximation when the true spectrumS(f)is basically of a nonrational form, such as whenS(f)is flat and band limited. The development utilizes a result on linearly dependent pencils of functions derived in part I.