DocumentCode
1111816
Title
Confidence intervals for the maximum entropy spectrum
Author
Burshtein, David ; Weinstein, Ehud
Author_Institution
Tel-Aviv University, Israel
Volume
35
Issue
4
fYear
1987
fDate
4/1/1987 12:00:00 AM
Firstpage
504
Lastpage
510
Abstract
We present a computationally efficient method of calculating confidence intervals for the maximum entropy (ME) or autoregressive (AR) spectrum, based on new theoretical considerations. The method is consistent with the well-known asymptotic results, and it can be incorporated under certain assumptions into the Levinson-Durbin recursion. The method is also extended to ME wavenumber estimation.
Keywords
Discrete Fourier transforms; Entropy; Filters; Helium; Parameter estimation; Predictive models; Probability; Spectral analysis; Systems engineering and theory; Transfer functions;
fLanguage
English
Journal_Title
Acoustics, Speech and Signal Processing, IEEE Transactions on
Publisher
ieee
ISSN
0096-3518
Type
jour
DOI
10.1109/TASSP.1987.1165156
Filename
1165156
Link To Document