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《Journal of Shanghai Jiaotong University》 1991-02
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A Method for Improving AR Spectrum Estimation by Dividing Frequency Band

Cheng Jin Shi Xizhi  
This paper discusses an effective and practical method for impro-ving the AR spectrum estimation.By using the method,AR model's ordercan be reduced for the same frequency resolution,or the resolution of ARspectrum estimation can be improved in the same AR model's order.Thismethod is realized by means of limiting the frequency band of data series toreduce the noise of out-band,and by means of decimating to reduce the sam-piing rate.Both the simulation result and practical example show that thismethod is very effective for the AR spectrum estimation of wide band sign-als.
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