A comparison of some spectral estimation techniques for short data lengths

This short paper presents a performance comparison of several recently proposed spectral estimation methods for short data lengths. The performance measures used are bias and variance of the estimate as obtained in simulations. The results show that the forward and backward prediction method is better than the forward prediction method, and Ulrych and Clayton´s method [11 appears to perform better than Cadzow´s ARMA technique [ Z ] . A modified form of Ulrych and Clayton´s method, which exploits the symmetry in the AR coeffiecients that exists in the special case of sinusoids, is proposed and its performance is evaluated.