Non-linear spectral estimation

This work describes the use of constraints in variational procedures for spectral analysis. It is reported how the designer in a variational approach for spectral estimation has to select a set of constraints. At the same time it is shown that the selected set of constraints becomes more relevant, as concerns with the resulting quality of the estimate, than the objective function minimized or maximized in the procedure. Finally, some examples are presented which are the result of considering correlation and envelope constraints and minimizing the correlation extrapolation energy.