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

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.