Windows associated with parametric spectral estimators

This paper details an analysis for the presence of spectral windows associated with the Maximum Entropy (MESA) Spectral Estimator. By embedding the derivation of the spectral estimator into a constraint optimisation framework a relationship is established between the true spectrum of a second order stationary stochastic sequence and the Maximum Entropy spectrum. This relationship is shown to lead to a spectral window which appears in the reciprocal of the MESA estimator. The structure of the window is based upon a Dirichlet type kernel and depends upon the prediction filter length for a large class of data sequences. Computed results are included which verify the presence of these spectral windows.