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In this paper,the high-order AR estimation method of ARMA power spectrum and the whitened-noisedecision order criterion of AR order are presented.It is indicated that the quality of hlgh-order ARestimation is related to the ill-conditlon problem and the algorithmic stability of numerical calculation in thepaper.The latter can be solved well by using the recurrence algorithm of Householder transform in thesolution of high-order AR parameter estimation
In this paper, the high-order AR estimation method of ARMA power spectrum and the whitened-noise decision order criterion of AR order are presented. It is indicated that the quality of hlgh -order ARestimation is related to the ill-conditlon problem and the algorithmic stability of numerical calculation in the paper. latter can be solved well by using the recurrence algorithm of householder transform in the solution of high-order AR parameter estimation