• DocumentCode
    936095
  • Title

    Spectral moment matching in the maximum entropy spectral analysis method (Corresp.)

  • Author

    Holm, Sverre

  • Volume
    29
  • Issue
    2
  • fYear
    1983
  • fDate
    3/1/1983 12:00:00 AM
  • Firstpage
    311
  • Lastpage
    313
  • Abstract
    The formula for the spectral moments is expanded in a series consisting of autocorrelation terms. By using the autocorrelation extrapolation inherent in the maximum entropy method (MEM) for spectral analysis, it is found that good estimates of the moments can be found from a very Iow order autoregressive model.
  • Keywords
    Maximum-entropy methods; Moment methods; Autocorrelation; Entropy; Extrapolation; Filtering; Ocean waves; Optical filters; Sampling methods; Spectral analysis; Statistical analysis; Stochastic processes;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1983.1056636
  • Filename
    1056636
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=936095