Kalman Filter´s Application in Denoising of Power Spectrum Estimate in AR Process

AR process´s denoising methods are discussed in this paper whose system response being perceived under the additive white noise, within the two discussed methods, the formula analysis method is proved less satisfactory through experiments results whereas in Kalman Filter method both the system impulses of AR process and noise contaminated system response are regarded as inputs and white noise only as parameters involved in computation. Through above process computer simulation shows that influences of noise chaotic factors to the computation results can be reduced.