Improved and Quantified Accuracy for Linear Spectral Estimates

In the context of spectral estimation, this paper examines the use of an ‘orthonormal basis’ wherein prior knowledge (in the form of fixed poles) may be incorporated in the solution and FIR structures are then seen as a special case of implicitly involving prior knowledge of all poles at the origin. The main technical results are ones that quantify the accuracy of the resulting spectral estimates in a way that clearly exposes how it is affected by the fixed pole choice.