A convex projections approach to spectral analysis

The projection onto convex sets (POCS) method is applied to the classical problem of estimating a power spectrum given values of the autocorrelation function (ACF). This new method can use any number of linear and/or nonlinear constraints on the spectrum to be estimated. The measured ACF constraint, the amplitude limit constraint, and the reference spectrum constraint are introduced, and the corresponding projection operators are established. Computer simulation results indicate that the POCS spectral analysis performs well