• DocumentCode
    930842
  • Title

    Extension to the maximum entropy method II

  • Author

    Newman, William I.

  • Volume
    25
  • Issue
    6
  • fYear
    1979
  • fDate
    11/1/1979 12:00:00 AM
  • Firstpage
    705
  • Lastpage
    708
  • Abstract
    The maximum entropy method provides an estimate of the power spectral density which maximizes the entropy of a stationary random process from the first N lags of the autocorrelation function. The method is applied to cases where some of the first N autocorrelation function lags are unknown.
  • Keywords
    Entropy functions; Spectral analysis; Astronomy; Autocorrelation; Entropy; Extraterrestrial measurements; Frequency; Gaussian processes; Helium; Ionosphere; Performance evaluation; Random processes;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1979.1056112
  • Filename
    1056112