Power Spectrum Computation After AR Model Parameter Determination

After computing the power spectrum using the Levinson-Durbin algorithm, further analysis can be performed based on the determined AR model parameters. This algorithm provides an efficient recursive solution for solving the Yule-Walker equations, typically implemented through iterative reflection coefficient calculations and forward/backward prediction error minimization. The implementation often involves nested loops that estimate autoregressive coefficients order by order while ensuring stability through reflection coefficient constraints. Through power spectrum analysis, we can better understand signal characteristics and spectral distribution patterns. The algorithm enables detailed investigation of signal frequency components and amplitude variations, typically achieved by converting the AR coefficients to frequency domain representation using Fourier transform techniques. This comprehensive approach delivers more detailed and complete signal analysis results by providing high-resolution spectral estimates compared to traditional periodogram methods.