In this work, an estimate of the power spectrum of a real-valued wide-sense stationary autoregressive signal is computed from sub-Nyquist or compressed measurements in additive white Gaussian noise. The problem is formulated using the concepts of compressive covariance sensing and Blackman-Tukey nonparametric spectrum estimation. Only the second-order statistics of the original signal, rather than the signal itself, need to be recovered from the compressed signal. This is achieved by solving the resulting overdetermined system of equations by application of least squares, thereby circumventing the need for applying the complicated - minimization otherwise required for the reconstruction of the original signal. Moreover, the signal need not be spectrally sparse. A study of the performance of the power spectral estimator is conducted taking into account the properties of the different bases of the covariance subspace needed for compressive covariance sensing, as well as different linear sparse rulers by which compression is achieved. A method is proposed to benefit from the possible computational efficiency resulting from the use of the Fourier basis of the covariance subspace without considerably affecting the spectrum estimation performance.
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