Abstract: In practice, only finite data can be obtained so it is very necessary to use an efficient estimation algorithm to get exact characters of the short data sequence. This paper presnts an improved Burg algorithm and analyses the experimental data. The algorithm improves the order estimation by using a convergent factor. Otherwise, the first reflecting coefficient is not directly obtained by the Burg algorithm but by solving the coefficients of the second order PEF coefficients according to making the total output power minimum. After obtaining the coefficients of the second order PEF, the first order and the other higher order coefficients of PEF can be calculated. Results indicate that the peak shift of spectrum is reduced and the resolution is improved.

Key words: power spectral estimation, maximum entropy method(MEM), Burg algorithm, digital signal source