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I am studying power-spectra and I want to find the best estimation method for my problem.

I stumbled upon Capon's method (sometimes also called minimum variance), which on paper looks very nice. On practice however, I am confronted with the question : How to choose the filter order (or length) ? Depending on what value I choose, I get completely different results -see figures-, and I need to know that I can trust what I see.

Filter order : 5 Filter order : 5 filter order : 15 Filter order : 15 filter order : 30 Filter order : 30

I have already looked through a lot of docs, but nowhere could I find an indication as to how one should choose the length (or order) of the filter. Can you help me ?

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