The effects of noise on the autoregressive spectral estimator

The autoregressive power spectral density estimator possesses excellent resolution properties. However, it has been shown that for the case of a sinusoidal autoregressive process the addition of noise to the time series results in a decrease in spectral resolution. It is proven that, in general, the effect of white noise on the autoregressive spectral estimate is to produce a smoothed spectrum. This smoothing is a result of the introduction of spectral zeros due to the noise. Finally, the use of a large-order autoregressive model to combat the effects of noise is discussed.