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| THE HIGH-ORDER AR ESTIMATOR OF ARMA SPECTRUM |
| Yu Hueili |
| Research Institute No. 634 Ministry of Avtatlon Industry |
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Abstract In this paper, the high-order AR estimator of ARMA power spectrum and the criterion of determing the order by whitening the noise of AR order are given. Due to the fact that the high-order AR estimator relates to problems of the ill-condition and the algorithmic robustness in numerical computation, the recursive algorithm of Householder transform is used to solve the high-order AR parameter estimation. The results obtained are satisfactory.
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Received: 01 January 1900
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1986, Vol. 8 
