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
lags of the autocorrelation function. The method is applied to cases where some of the first
autocorrelation function lags are unknown.
lags of the autocorrelation function. The method is applied to cases where some of the first
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
Link To Document