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Short windows

The power of a PE filter is that a short filter can often extinguish, and thereby represent, the information in a long resonant filter. If the input to the PE filter is a sinusoid, it is exactly predictable by a three-term recurrence relation, and all the color is absorbed by a three-term PE filter (see exercises). Burg's spectral estimation is especially effective in short windows.




2013-07-26