AbstractThis paper presents an approximation method of the ARMA model using frequency weighting functions that are represented by the ARMA models. The parameters of the approximate ARMA model are calculated with the order update recursion. By selecting the weighting function appropriately, the spectral approximation method weighted the polezero frequency of the original model can be obtained. The relation between the proposed approximation method and the spectral distance measures is also considered. The behavior of the proposed method is illustrated by simulation results.