A Simple Spectrum Estimation Technique Based on the Analytic Cepstrum

Several papers have been devoted to the alternative maximum entropy method (MEM2) which uses a finite-length cepstrum modelling to estimate the spectrum from a given set of autocorrelations. In this paper, a simple technique that avoids the computational burden of MEM2 by using the causal part of the autocorrelation instead of the complete two-sided sequence is presented. Its finite-length cepstrum model, that arises from the minimization of a root-mean-square measure of spectral distance, can readily include prior information without increasing the computational complexity of the algorithm. As illustrated with some numerical examples, the new method also demonstrates a better performance than MEM2.