Comments on "Spectral estimation: An impossibility?"
- 1 January 1979
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in Proceedings of the IEEE
- Vol. 67 (12) , 1672-1673
- https://doi.org/10.1109/proc.1979.11558
Abstract
Spectral estimation is possible from a finite portion of the autocorrelation function. The ambiguity of a multiplicity of permissible spectra all consistent with the data is the very reason why it is possible because each possible spectrum has a different probability. Maximum entropy estimation (MEE) picks the most probable one as the estimate.Keywords
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