Spectral estimation via selective harmonic amplification

The state-covariance of a linear filter is characterized by a certain algeb raic commutativity property with the state matrix of the filter, and also i mposes a generalized interpolation constraint on the power spectrum of the input process. This algebraic property and the relationship between state-c ovariance and the power spectrum of the input allow the use of matrix penci ls and analytic interpolation theory for spectral analysis. Several algorit hms for spectral estimation will be developed with resolution higher than s tate of the art.