Abstract: Three parametric spectral estimation methods including Yule Walker, Burg and Covariance were studied and an improved Covariance method was proposed based on analysis of AR model. The four kinds of parametric spectral estimation method were used for harmonics, inter-harmonics, and sub-harmonic detection on Matlab simulation platform. The simulation results show that the parametric spectral estimation method can detect not only integer harmonics, but also has good detection effect on inter-harmonics and sub-harmonics, and Burg and improved Covariance method have the best detection effect.