Spectral analysis using prediction methods

The presented method is an extension of the well known autoregressive or Maximum-Entropy-Method. Here the power spectrum of the given process is fitted to a rational function of degree d. A motivation is given why it is better to use rational function instead of functions of the Form 1/ | Polynom (λ)|
²
. Some examples illustrate the use of the method. No information is given about the statistics of the estimate.