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Power Spectral Estimation of very extensive, in all disciplines and fields of application of a great deal of attention. The "modern signal processing" on the curriculum of classical and modern spectral estimation spectrum is estimated that the two types of spectrum estimation method; Classical spectrum estimation is based on Fourier transform, although high computing efficiency advantages, but also low-resolution spectrum Sidelobe serious leakage of long sequences have good estimates. In order to overcome the classic shortcomings of the spectrum estimation, there have been a pair of modern spectral estimation methods. Modern spectral estimation is the random process model parameters based on the maximum likelihood estimation, maximum entropy method, AR model, forecast filter. Spe
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ARMODEL.m