Extension to the maximum entropy method
- 1 January 1977
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 23 (1) , 89-93
- https://doi.org/10.1109/tit.1977.1055659
Abstract
The maximum entropy method provides an estimate of the power spectral density which maximizes the entropy of a stationary random process from the firstNlags of the autocorrelation function. The method is extended to accommodate weighted errors in the measured autocorrelation function.Keywords
This publication has 3 references indexed in Scilit:
- Maximum entropy spectral analysis and autoregressive decompositionReviews of Geophysics, 1975
- Notes on maximum-entropy processing (Corresp.)IEEE Transactions on Information Theory, 1973
- Alternative interpretation of maximum entropy spectral analysis (Corresp.)IEEE Transactions on Information Theory, 1971