A comparison between burg's maximum entropy method and a nonrecursive technique for the spectral analysis of deterministic signals

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Abstract
It is demonstrated that the anomalous behavior of the Burg method on processing sinusoids is due to the Toeplitz structure inherent in the derivation of the recursion algorithm. A straightforward non‐recursive approach is described which (for sinusoids) not only is shown to be free of these anomalies but also seems to offer superior noise performance.