A comparison between two measures of convergence in recursive-window based spectrum estimation

It is shown that approximations of the infinite impulse response (IIR) of a single-pole filter by a rectangular finite impulse response (FIR) through either the effective window length approach or the least squares inverse filtering approach yield the same results. Both the least squares inverse filter method and the effective window length can be used as measures of convergence in recursive-window based spectrum estimators. An algebraic proof is given to show that both measures take the same value for the commonly used single-pole exponential window.<
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