Power Spectrum Estimation and Rational Modeling of Random Processes

Document Type : Original Article

Author

Lecturer, Dpt. of Electronics and Communications, Faculty of Engineering, Cairo University, Giza, Egypt.

Abstract

A new technique is derived to estimate the signal power spectrum density (PSD) and hence its autcorrelation lags. Several simulation results have been given to show the results accuracy. Based on the knowledge of the correlation lags, several approaches to fit the signal or random process to rational models as to approximate the spectrum to these models transfer functions square are considered. The model coefficients results are given and commented as well to be referred with other advanced approaches in the field.

Keywords