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Spectral estimation

The PEF's output being white leads to an important consequence: To specify a spectrum, we can give the spectrum (of an input) itself, give its autocorrelation, or give its PEF coefficients. Each is transformable to the other two. Indeed, an effective mechanism of spectral estimation, developed by John P. Burg and described in FGDP, is to compute a PE filter and look at the inverse of its spectrum.




2013-07-26