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A new autoregressive spectrum analysis algorithm

Marple, L.·1980·IEEE Transactions on Acoustics, Speech, and Signal Processing

Abstract

A new recursive algorithm for autoregressive (AR) spectral estimation is introduced, based on the least squares solution for the AR parameters using forward and backward linear prediction. The algorithm has computational complexity proportional to the process order squared, comparable to that of the popular Burg algorithm. The computational efficiency is obtained by exploiting the structure of the least squares normal matrix equation, which may be decomposed into products of Toeplitz matrices. AR spectra generated by the new algorithm have improved performance over AR spectra generated by the Burg algorithm. These improvements include less bias in the frequency estimate of spectral components, reduced variance in frequency estimates over an ensemble of spectra, and absence of observed spectral line splitting.

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Research works printed but not linked: 14

  1. 10.1016/0031-9201(76)90047-9 · DOI · Paper page
  2. nuttal, 1976, Spectral analysis of a univariate process with bad data points via maximum entropy and linear predictive techniques, 10.21236/ADA024942 · doi:10.21236/ada024942
  3. andersen, 1978, comments on the performance of maximum entropy algorithms, Proceedings of the IEEE, 66, 1581, 10.1109/PROC.1978.11160 · doi:10.1109/proc.1978.11160
  4. 10.1109/TASSP.1977.1162989 · DOI
  5. 10.1109/PROC.1975.9792 · DOI · Paper page
  6. 10.1190/1.1440413 · DOI · Paper page
  7. 10.1109/ICASSP.1979.1170768 · doi:10.1109/icassp.1979.1170768
  8. 10.1016/0031-9201(76)90048-0 · doi:10.1016/0031-9201(76)90048-0
  9. burg, 1975, Maximum entropy spectral analysis
  10. 10.1029/JB084iB02p00679 · doi:10.1029/jb084ib02p00679
  11. 10.1007/BF02506337 · DOI · Paper page
  12. 10.1029/RG013i001p00183 · DOI · Paper page
  13. marple, 1978, Frequency resolution of high resolution spectrum analysis techniques, Proc 1st RADC Spectrum Estimation Workshop, 19
  14. 10.1029/JA082i007p01051 · DOI

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Metadata

Authors
Marple, L.
Venue
IEEE Transactions on Acoustics, Speech, and Signal Processing
Published
1980-08
Volume
28
Issue
4
Pages
441-454
ISSN
0096-3518 (ISSN-L)
OpenAlex
W2153859070
Cited by
433
References
0
FWCI
20.48
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: A new autoregressive spectrum analysis algorithm. https://app.cochat.ai/papers/10.1109/tassp.1980.1163429
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Marple, L. (1980). A new autoregressive spectrum analysis algorithm. IEEE Transactions on Acoustics, Speech, and Signal Processing. https://doi.org/10.1109/tassp.1980.1163429

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