An empirical formula for selection of AR model order

The paper presents the concise principle of power spectral estimation using the AR model (AR-PSE). The AR-PSE needs a priori knowledge of the order M of the AR model. An empirical formula for the AR model order is derived. Examples are given of the formula applied in practical signal analysis. The results testify that the empirical formula for the selection of the AR model order for AR-PSE is valid for real signals. It can be concluded that, so long as the resolution requirement is satisfied, the lower the order M is, the better the performance of the AR-PSE is.