An inter-harmonic analysis algorithm based on Burg spectral estimation and Adaline neural network is proposed to analyze the harmonic and inter-harmonics in power systems. In the Burg-Adaline inter-harmonic analysis approach， Burg algorithm is used for calculating the parameters of AR model to obtain the pre-estimated frequencies and the number of the harmonics and inter-harmonics. Exact frequencies， amplitudes and phase angles are given by an improved Adaline neural network. The MATLAB simulation results verify the validity of the proposed algorithm with the characteristics of high resolution， superb precision and fast convergence.